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Pricing of power exchange option with jumps under the double risk of exchange and default - MaRDI portal

Pricing of power exchange option with jumps under the double risk of exchange and default

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Publication:6534572

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DOI10.1155/2020/4268196zbMath1544.9134MaRDI QIDQ6534572

Jie Shen, Peng Hu, Kaili Xiang

Publication date: 7 May 2021

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

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