Valuing fade-in options with default risk in Heston–Nandi GARCH models
Crossref DOI link: https://doi.org/10.1007/s11147-021-09179-3
Published Online: 2021-06-11
Published Print: 2022-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Wang, Xingchun http://orcid.org/0000-0002-0649-7172
Funding for this research was provided by:
National Natural Science Foundation of China (11701084)
Text and Data Mining valid from 2021-06-11
Version of Record valid from 2021-06-11
Article History
Accepted: 5 June 2021
First Online: 11 June 2021