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Pricing of vulnerable exchange options with early counterpa..:
Kim, Donghyun
;
Kim, Geonwoo
;
Yoon, Ji-Hun
The North American Journal of Economics and Finance. 59 (2022) - p. 101624 , 2022
Link:
https://doi.org/10.1016/j.najef.2021.101624
RT Journal T1 <Title>Pricing of vulnerable exchange options with early counterparty credit risk</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.najef.2021.101624&Exemplar=1&LAN=DE A1 Kim, Donghyun A1 Kim, Geonwoo A1 Yoon, Ji-Hun PB Elsevier BV YR 2022 SN 1062-9408 JF The North American Journal of Economics and Finance VO 59 SP 101624 LK http://dx.doi.org/https://doi.org/10.1016/j.najef.2021.101624 DO https://doi.org/10.1016/j.najef.2021.101624 SF ELIB - SuUB Bremen
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