Pricing vulnerable basket spread options with liquidity risk (Q6154208)
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scientific article; zbMATH DE number 7820573
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing vulnerable basket spread options with liquidity risk |
scientific article; zbMATH DE number 7820573 |
Statements
Pricing vulnerable basket spread options with liquidity risk (English)
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19 March 2024
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vulnerable basket spread options
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vulnerable basket options
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stochastic liquidity risk
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default risk
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