Pricing Vulnerable Options with Stochastic Volatility and Stochastic Interest Rate
Crossref DOI link: https://doi.org/10.1007/s10614-019-09929-4
Published Online: 2019-10-21
Published Print: 2020-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Ma, Chaoqun
Yue, Shengjie
Wu, Hui
Ma, Yong
Text and Data Mining valid from 2019-10-21
Version of Record valid from 2019-10-21
Article History
Accepted: 4 October 2019
First Online: 21 October 2019