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An analytical approach to the pricing of an exchange option with default risk under a stochastic volatility model

IF 2.3 Q1 MATHEMATICS
Advances in continuous and discrete models Pub Date : 2023-08-30 DOI:10.1186/s13662-023-03783-3
Jaegi Jeon, Jeonggyu Huh, Geonwoo Kim
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随机波动率模型下具有违约风险的期权定价分析方法
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来源期刊
Advances in continuous and discrete models
Advances in continuous and discrete models
CiteScore
2.30
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0.00%
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