Pricing and hedging vulnerable option with funding costs...

Chaos, Solitons & Fractals 2018 / 07 Vol. 112

Pricing and hedging vulnerable option with funding costs and collateral

Han, Xingyu
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Volume:
112
Language:
english
Journal:
Chaos, Solitons & Fractals
DOI:
10.1016/j.chaos.2018.04.042
Date:
July, 2018
File:
PDF, 888 KB
english, 2018
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