Pricing vulnerable European options under a two-sided jump model via Laplace transforms (Q5018007): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q590299 |
Changed an Item |
||
| Property / author | |||
| Property / author: Ding Cheng Wang / rank | |||
Normal rank | |||
Revision as of 15:35, 19 February 2024
scientific article; zbMATH DE number 7449318
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing vulnerable European options under a two-sided jump model via Laplace transforms |
scientific article; zbMATH DE number 7449318 |
Statements
Pricing vulnerable European options under a two-sided jump model via Laplace transforms (English)
0 references
17 December 2021
0 references
vulnerable options
0 references
two-sided jump model
0 references
Laplace transform
0 references
credit risk
0 references
