Vulnerable options pricing under uncertain volatility model (Q2068116): Difference between revisions

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+Xiao-Nan Li
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+https://doi.org/10.1186/s13660-019-2266-5
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+W2995604790
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@@ Property / cites work @@
+The valuation and behavior of Black-Scholes options subject to intertemporal default risk
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+Credit risk valuation. Methods, models, and applications.
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+Q126587920
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