Narrow search
Showing 1 - 3 of 3
Cover Image
Valuation of options on the maximum of two prices with default risk under GARCH models
Wang, Xingchun - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012822187
Cover Image
Exchange options and spread options with stochastically correlated underlyings
Wang, Xingchun - In: Applied economics letters 29 (2022) 12, pp. 1060-1068
Persistent link: https://www.econbiz.de/10013412038
Cover Image
Pricing basket spread options with default risk under Heston-Nandi GARCH models
Wang, Xingchun; Zhang, Han - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013413519