Valuation of vulnerable options using a bivariate Gram–Charlier approximation
Crossref DOI link: https://doi.org/10.1007/s11147-024-09207-y
Published Online: 2024-12-16
Published Print: 2025-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Dong, Dingding
Ou, Xinyue https://orcid.org/0009-0008-8109-8623
Wang, Xingchun
Text and Data Mining valid from 2024-12-16
Version of Record valid from 2024-12-16
Article History
Accepted: 29 November 2024
First Online: 16 December 2024