Pricing vulnerable options with jump risk and liquidity risk (Q2059298): Difference between revisions
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Revision as of 05:42, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing vulnerable options with jump risk and liquidity risk |
scientific article |
Statements
Pricing vulnerable options with jump risk and liquidity risk (English)
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13 December 2021
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vulnerable options
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liquidity risk
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liquidity discount factor
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counterparty default risk
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jump-diffusion processes
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