An analytical approach to the pricing of an exchange option with default risk under a stochastic volatility model
- Standort
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Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
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Online-Ressource, 1 online resource.
- Sprache
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Englisch
- Erschienen in
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An analytical approach to the pricing of an exchange option with default risk under a stochastic volatility model ; volume:2023 ; number:1 ; day:30 ; month:8 ; year:2023 ; pages:1-18 ; date:12.2023
Advances in continuous and discrete models ; 2023, Heft 1 (30.8.2023), 1-18, 12.2023
- Klassifikation
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Wirtschaft
- Urheber
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Jeon, Jaegi
Huh, Jeonggyu
Kim, Geonwoo
- Beteiligte Personen und Organisationen
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SpringerLink (Online service)
- DOI
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10.1186/s13662-023-03783-3
- URN
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urn:nbn:de:101:1-2023110809460604690526
- Rechteinformation
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Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
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14.08.2025, 11:03 MESZ
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Beteiligte
- Jeon, Jaegi
- Huh, Jeonggyu
- Kim, Geonwoo
- SpringerLink (Online service)
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