The pricing of two newly invented swaps in a jump-diffusion model
Year of publication: |
2015
|
---|---|
Authors: | Yang, Zhaojun ; Zhang, Chunhong |
Published in: |
Annals of economics and finance. - Beijing : Peking University Press, ISSN 1529-7373, ZDB-ID 2097904-6. - Vol. 16.2015, 2, p. 371-392
|
Subject: | Option-for-guarantee swap | Equity-for-guarantee swap | Guarantee costs | Nash equilibrium | Theorie | Theory | Swap | Nash-Gleichgewicht |
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