Pricing and hedging vulnerable option with funding costs and collateral

Xingyu Han
  • Chaos Solitons & Fractals, July 2018, Elsevier
  • DOI: 10.1016/j.chaos.2018.04.042

The authors haven't finished explaining this publication. If you are the author, sign in to claim or explain your work.

Read Publication

The following have contributed to this page: Xingyu Han