Pricing vulnerable American put options under jump-diffusion processes when corporate liabilities are random (Q6181894)
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scientific article; zbMATH DE number 7792999
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing vulnerable American put options under jump-diffusion processes when corporate liabilities are random |
scientific article; zbMATH DE number 7792999 |
Statements
Pricing vulnerable American put options under jump-diffusion processes when corporate liabilities are random (English)
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23 January 2024
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multi-exercisable option
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jump-diffusion
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random liability
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vulnerable American option
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