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The Valuation of Options Subject to Default Risk Shen-Yuan Chen Department of Finance

The Valuation of Options Subject to Default Risk Shen-Yuan Chen Department of Finance Ming Chuan University. Introduction. Exchange-listed Options v.s. Unlisted (OTC) Options ?Default Risk of the Issuer ? Vulnerable option. Purpose.

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The Valuation of Options Subject to Default Risk Shen-Yuan Chen Department of Finance