The martingale approach for vulnerable binary option pricing under stochastic interest rate
Liu, Guoxiang, Zhu, Quanxin, Yan, Zhaowei, Ding, YuanyaoVolume:
4
Language:
english
Journal:
Cogent Mathematics
DOI:
10.1080/23311835.2017.1340073
Date:
June, 2017
File:
PDF, 796 KB
english, 2017