Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Closed-form pricing formula for exchange option with credit risk - MaRDI portal

Closed-form pricing formula for exchange option with credit risk (Q2410409)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Closed-form pricing formula for exchange option with credit risk
scientific article

    Statements

    title
    Closed-form pricing formula for exchange option with credit risk (English)
    0 references
    author
    Eunho Koo
    0 references
    Geonwoo Kim
    0 references
    publication date
    18 October 2017
    0 references
    zbMATH Keywords
    exchange option
    0 references
    credit risk
    0 references
    Mellin transform
    0 references

    Identifiers

    zbMATH DE Number
    6792558
    0 references
    OpenAlex ID
    W2416860230
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2410409&oldid=36351316"
    Powered by MediaWiki