Pricing options on the maximum or the minimum of several assets with default risk
Jiayi Zhang, Ke Zhou
| Year of publication: |
2025
|
|---|---|
| Authors: | Zhang, Jiayi ; Zhou, Ke |
| Subject: | Default risk | Multi-asset options | Options on the maximum | Options on the minimum | Reflection principle | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Kreditrisiko | Credit risk | Stochastischer Prozess | Stochastic process | Optionsgeschäft | Option trading |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2024.102272 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015338077