scientific article; zbMATH DE number 7580438

zbMATH Open1492.91388MaRDI QIDQ5098686FDOQ5098686

Authors: Baohe Wang, Shiyin Li 

Publication date: 1 September 2022

Title of this publication is not available (Why is that?)

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Credit risk (91G40)

Cited In (1)

• The martingale approach for vulnerable binary option pricing under stochastic interest rate

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