Q3388383 (Q3388383): Difference between revisions
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| Property / cites work: Exchange option pricing under stochastic volatility: a correlation expansion / rank | |||
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| Property / cites work: Exchange Options Under Jump-Diffusion Dynamics / rank | |||
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| Property / cites work: Changes of numéraire, changes of probability measure and option pricing / rank | |||
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| Property / cites work | |||
| Property / cites work: Closed-form pricing formula for exchange option with credit risk / rank | |||
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| Property / cites work: A multiscale extension of the Margrabe formula under stochastic volatility / rank | |||
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Revision as of 16:44, 25 July 2024
scientific article
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| English | No label defined |
scientific article |
Statements
5 May 2021
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exchange option
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option pricing
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probabilistic approach
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default risk
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