Loan guarantee portfolios and joint loan guarantees with stochastic interest rates
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Bibliographic InfoArticle provided by Elsevier in its journal The Quarterly Review of Economics and Finance.
Volume (Year): 46 (2006)
Issue (Month): 1 (February)
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Web page: http://www.elsevier.com/locate/inca/620167
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- Robert C. Merton & Zvi Bodie, 1992. "On the Management of Financial Guarantees," Financial Management, Financial Management Association, vol. 21(4), Winter.
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- Geske, Robert, 1979. "The valuation of compound options," Journal of Financial Economics, Elsevier, vol. 7(1), pages 63-81, March.
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