On pricing of vulnerable barrier options and vulnerable double barrier options
Year of publication: |
2022
|
---|---|
Authors: | Wang, Heqian ; Zhang, Jiayi ; Zhou, Ke |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 44.2022, p. 1-15
|
Subject: | Barrier options | Credit risk | Double barrier options | Vulnerable options | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Kreditrisiko |
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