Pricing vulnerable basket spread options with liquidity risk
Crossref DOI link: https://doi.org/10.1007/s11147-022-09192-0
Published Online: 2022-10-17
Published Print: 2023-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Dong, Ziming
Tang, Dan http://orcid.org/0000-0002-1861-8920
Wang, Xingchun
Text and Data Mining valid from 2022-10-17
Version of Record valid from 2022-10-17
Article History
Accepted: 19 September 2022
First Online: 17 October 2022
Declarations
:
: The authors have no conflict of interest to declare that are relevant to the content of this article.