Valuing fade-in options with default risk in Heston-Nandi GARCH models (Q2165384): Difference between revisions

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Revision as of 21:52, 29 July 2024

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Valuing fade-in options with default risk in Heston-Nandi GARCH models
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    Valuing fade-in options with default risk in Heston-Nandi GARCH models (English)
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    19 August 2022
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    fade-in options
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    default risk
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    GARCH processes
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    reduced form models
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