"Analytical valuation of vulnerable European and Asian options in ..."

Xingchun Wang (2021)

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DOI: 10.1016/J.CAM.2021.113412

access: closed

type: Journal Article

metadata version: 2021-05-11

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Xingchun Wang:
Analytical valuation of vulnerable European and Asian options in intensity-based models. J. Comput. Appl. Math. 393: 113412 (2021)

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