PRICING VULNERABLE AMERICAN PUT OPTIONS UNDER JUMP–DIFFUSION PROCESSES (Q5358108)
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scientific article; zbMATH DE number 6776198
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PRICING VULNERABLE AMERICAN PUT OPTIONS UNDER JUMP–DIFFUSION PROCESSES |
scientific article; zbMATH DE number 6776198 |
Statements
PRICING VULNERABLE AMERICAN PUT OPTIONS UNDER JUMP–DIFFUSION PROCESSES (English)
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19 September 2017
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credit risk
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jump-diffusion processes
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multi-exercisable options
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vulnerable American options
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