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scientific article; zbMATH DE number 7426444
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scientific article; zbMATH DE number 7426444

    Statements

    author
    Jeonggyu Huh
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    Jaegi Jeon
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    Geonwoo Kim
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    publication date
    15 November 2021
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    zbMATH Keywords
    exchange option
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    vulnerable option
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    reduced-form model
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    credit risk
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    Identifiers

    DOI
    10.7858/eamj.2021.006
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    zbMATH DE Number
    7426444
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