Valuing fade-in options with default risk in Heston-Nandi GARCH models

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Publication:2165384

DOI10.1007/s11147-021-09179-3zbMath1495.91125OpenAlexW3167831266MaRDI QIDQ2165384

Xingchun Wang

Publication date: 19 August 2022

Published in: Review of Derivatives Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11147-021-09179-3




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