Valuing vulnerable options with two underlying assets
Year of publication: |
2020
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Authors: | Wang, Xingchun |
Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 27.2020, 21, p. 1699-1706
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Subject: | counterparty Default Risk | options on the Maximum | options Paying the Best and Cash | Vulnerable Options | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Derivat | Derivative | Kreditrisiko | Credit risk |
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