Pages that link to "Item:Q3388383"
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The following pages link to A probabilistic approach for valuing exchange option with default risk (Q3388383):
Displaying 5 items.
- Explicit formula for the valuation of catastrophe put option with exponential jump and default risk (Q1676808) (← links)
- (Q3577629) (← links)
- (Q5083072) (← links)
- A CLOSED-FORM GARCH VALUATION MODEL FOR POWER EXCHANGE OPTIONS WITH COUNTERPARTY RISK (Q5111486) (← links)
- Simplified approach to valuation of vulnerable exchange option under a reduced-form model (Q5164939) (← links)