Article

A variational approach for pricing options and corporate bonds

Jean-Paul Décamps, and Jean-Charles Rochet

Reference

Jean-Paul Décamps, and Jean-Charles Rochet, A variational approach for pricing options and corporate bonds, Economic Theory, Springer Berlin / Heidelberg, vol. 9, n. 3, October 1997, pp. 557–569.

Published in

Economic Theory, Springer Berlin / Heidelberg, vol. 9, n. 3, October 1997, pp. 557–569