Pricing vulnerable options with jump risk and liquidity risk
Xingchun Wang
| Year of publication: |
2021
|
|---|---|
| Authors: | Wang, Xingchun |
| Subject: | Vulnerable options | Liquidity risk | Liquidity discount factor | Counterparty Default risk | Jump-diffusion processes | Kreditrisiko | Credit risk | Optionspreistheorie | Option pricing theory | Risiko | Risk | Risikoprämie | Risk premium | Liquidität | Liquidity | Derivat | Derivative | Optionsgeschäft | Option trading |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11147-021-09177-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012659671