Explicit pricing formulas for vulnerable path-dependent options with early counterparty credit risk
Crossref DOI link: https://doi.org/10.1007/s13160-022-00558-3
Published Online: 2022-12-31
Published Print: 2023-05
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kim, Donghyun
Yoon, Ji-Hun
Text and Data Mining valid from 2022-12-31
Version of Record valid from 2022-12-31
Article History
Received: 18 August 2022
Revised: 5 December 2022
Accepted: 17 December 2022
First Online: 31 December 2022