Pricing Vulnerable Options with Correlated Credit Risk Under Jump-diffusion Processes When Corporate Liabilities Are Random
Crossref DOI link: https://doi.org/10.1007/s10255-019-0821-y
Published Online: 2019-05-15
Published Print: 2019-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Zhou, Qing
Yang, Jiao-jiao
Wu, Wei-xing
Text and Data Mining valid from 2019-04-01
Version of Record valid from 2019-04-01
Article History
Received: 30 August 2017
Revised: 29 June 2018
First Online: 15 May 2019