Pages that link to "Item:Q1716358"
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The following pages link to Pricing vulnerable options with variable default boundary under jump-diffusion processes (Q1716358):
Displaying 5 items.
- Pricing vulnerable options with jump risk and liquidity risk (Q2059298) (← links)
- Closed-form pricing formula for foreign equity option with credit risk (Q2167080) (← links)
- Pricing vulnerable options with correlated credit risk under jump-diffusion processes when corporate liabilities are random (Q2316297) (← links)
- Pricing vulnerable options under a jump-diffusion model with fast mean-reverting stochastic volatility (Q2673416) (← links)
- The pricing of vulnerable options under jump-diffusion model (Q2926919) (← links)