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Option pricing theory
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Analytical valuation of power exchange options with default risk
Xu, Guangli
;
Shao, Xinjian
;
Wang, Xingchun
- In:
Finance research letters
28
(
2019
),
pp. 265-274
Persistent link: https://www.econbiz.de/10012388320
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A note on the never-early-exercise region of American power exchange options
Miao, Daniel Wei-Chung
;
Lin, Xenos Chang-Shuo
;
Yu, …
- In:
Operations research letters
44
(
2016
)
1
,
pp. 129-135
Persistent link: https://www.econbiz.de/10011455592
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