Valuing spread options with counterparty risk and jump risk

Valuing spread options with counterparty risk and jump risk

Li, Zelei, Wang, Xingchun
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Volume:
54
Journal:
The North American Journal of Economics and Finance
DOI:
10.1016/j.najef.2020.101269
Date:
November, 2020
File:
PDF, 691 KB
2020
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