Pricing vulnerable options with variable default boundary under jump-diffusion processes (Q1716358): Difference between revisions

@@ Property / DOI @@
-.1186/s13662-018-1915-1
@@ Property / DOI: 10.1186/s13662-018-1915-1 / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1186/s13662-018-1915-1
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@@ Property / OpenAlex ID @@
+W2905000326
@@ Property / OpenAlex ID: W2905000326 / rank @@
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@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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@@ Property / cites work @@
+Q4905685
@@ Property / cites work: Q4905685 / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing vulnerable options with correlated jump-diffusion processes depending on various states of the economy
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@@ Property / cites work @@
+Pricing vulnerable options under a stochastic volatility model
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@@ Property / cites work @@
+The pricing of vulnerable options with double Mellin transforms
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@@ Property / Wikidata QID @@
+Q128756298
@@ Property / Wikidata QID: Q128756298 / rank @@
+Normal rank
@@ Property / DOI @@
+.1186/S13662-018-1915-1
@@ Property / DOI: 10.1186/S13662-018-1915-1 / rank @@
+Normal rank