Pricing Vulnerable Options with Correlated Credit Risk Under Jump-Diffusion Processes

  • Pricing Vulnerable Options
  • Lihui Tian, Guanying Wang, Xingchun Wang, Yongjin Wang
  • Journal of Futures Markets, June 2013, Wiley
  • DOI: 10.1002/fut.21629

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http://dx.doi.org/10.1002/fut.21629

The following have contributed to this page: Dr XINGCHUN WANG