Pricing vulnerable options under a Markov-modulated jump-diffusion model with fire sales (Q2423287): Difference between revisions

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+https://doi.org/10.3934/jimo.2018044
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+W2800252081
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@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
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+Financial Modelling with Jump Processes
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+FIRE SALES FORENSICS: MEASURING ENDOGENOUS RISK
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+Option pricing under regime-switching jump-diffusion models
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+Pricing Options Under a Generalized Markov-Modulated Jump-Diffusion Model
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+Pricing vulnerable options under a stochastic volatility model
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@@ Property / Wikidata QID @@
+Q129720040
@@ Property / Wikidata QID: Q129720040 / rank @@
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