Pricing vulnerable options with jump risk and liquidity risk (Q2059298)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Pricing vulnerable options with jump risk and liquidity risk |
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)
0 references
13 December 2021
0 references
vulnerable options
0 references
liquidity risk
0 references
liquidity discount factor
0 references
counterparty default risk
0 references
jump-diffusion processes
0 references
