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Search: subject:"skew Brownian motions"
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Option pricing theory
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skew Brownian motions
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Wang, Xingchun
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The European journal of finance
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The journal of futures markets
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Valuation of spread options under correlated
skew
Brownian
motions
Song, Shiyu
;
Wang, Xingchun
;
Zhang, Xiaowen
- In:
The European journal of finance
30
(
2024
)
5
,
pp. 503-523
Persistent link: https://www.econbiz.de/10014547897
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2
Pricing vulnerable options under correlated
skew
Brownian
motions
Guo, Che
;
Wang, Xingchun
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 852-867
Persistent link: https://www.econbiz.de/10013187607
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