The pricing of two newly invented swaps in a jump-diffusion model
Zhaojun Yang (Department of Financial Engineering, Hunan University, Changsha, China) and Chunhong Zhang (Department of Financial Engineering, Hunan University, Changsha, China)
| Year of publication: |
2015
|
|---|---|
| Authors: | Yang, Zhaojun ; Zhang, Chunhong |
| Published in: |
Annals of economics and finance. - Beijing : Peking University Press, ISSN 1529-7373, ZDB-ID 2097904-6. - Vol. 16.2015, 2, p. 371-392
|
| Subject: | Option-for-guarantee swap | Equity-for-guarantee swap | Guarantee costs | Nash equilibrium | Swap | Nash-Gleichgewicht | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011428179