Valuation of Asian options with default risk under GARCH models
Xingchun Wang
| Year of publication: |
2020
|
|---|---|
| Authors: | Wang, Xingchun |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 70.2020, p. 27-40
|
| Subject: | Asian options | Default risk | GARCH Models | ARCH-Modell | ARCH model | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Kreditrisiko | Credit risk | Asien | Asia |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2020.06.019 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012486762