A closed-form pricing formula for vulnerable european options under stochastic yield spreads and interest rates
Ma, Chaoqun, Ma, Zonggang, Xiao, ShisongVolume:
123
Language:
english
Journal:
Chaos, Solitons & Fractals
DOI:
10.1016/j.chaos.2019.03.038
Date:
June, 2019
File:
PDF, 809 KB
english, 2019