Pages that link to "Item:Q2398763"
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The following pages link to Pricing formula for exotic options with assets exposed to counterparty risk (Q2398763):
Displaying 7 items.
- Explicit formula for the valuation of catastrophe put option with exponential jump and default risk (Q1676808) (← links)
- Proactive hedging European call option pricing with linear position strategy (Q1727009) (← links)
- Explicit pricing formulas for European option with asset exposed to double defaults risk (Q1727278) (← links)
- Closed-form pricing formula for foreign equity option with credit risk (Q2167080) (← links)
- Option pricing for path-dependent options with assets exposed to multiple defaults risk (Q2183237) (← links)
- Closed-form pricing formula for exchange option with credit risk (Q2410409) (← links)
- (Q3501021) (← links)