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Macau Periodical Index (澳門期刊論文索引)
- Author
- Chan, Ka Leong
- Title
- Firm value model with Gaussian interest rates
- Journal Name
- 澳門經濟：澳門經濟學會學報
- Pub. Info
- Aug. 2009, No. 27, pp. 93-106
- Abstract
- Paragraph Headings: 1. The price of derivatives and the firm's assets 2. The forward martingale measure 3. The price of credit-risky option 4. The black-scholes type formula