The Valuation Model for a Risky Asset When Its Risky Factors Follow Gamma Distributions
Author:
Affiliation:
1. Department of Finance; National University of Kaohsiung; Kaohsiung Taiwan
2. Department of Business Management; National Kaohsiung Normal University; Kaohsiung Taiwan
Publisher
Wiley
Subject
Economics and Econometrics,Finance
Reference35 articles.
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3. Fixed-Rate Endowment Mortgage and Mortgage Indemnity Valuation;Azevedo-Pereira;Journal of Real Estate Finance and Economics,2003
4. Pricing a Defaultable Bond with a Stochastic Recovery Rate;Chiang;Quantitative Finance,2010
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