On pricing of vulnerable barrier options and vulnerable double barrier options
Heqian Wang, Jiayi Zhang, Ke Zhou
| Year of publication: |
2022
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|---|---|
| Authors: | Wang, Heqian ; Zhang, Jiayi ; Zhou, Ke |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 44.2022, p. 1-15
|
| Subject: | Barrier options | Credit risk | Double barrier options | Vulnerable options | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Kreditrisiko | Black-Scholes-Modell | Black-Scholes model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2021.102100 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014495047