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  • Search: subject:"Double Mellin transform"
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Subject
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Credit risk 2 Derivat 2 Derivative 2 Double Mellin transform 2 Kreditrisiko 2 Monte Carlo simulation 2 Monte-Carlo-Simulation 2 Option pricing theory 2 Option trading 2 Optionsgeschäft 2 Optionspreistheorie 2 Early counterparty default risk 1 Early credit risk 1 Method of images 1 Monte Carlo method 1 OTC market 1 OTC-Handel 1 Vulnerable exchange option 1 Vulnerable option 1
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Undetermined 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2
Author
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Kim, Geonwoo 2 Jeon, Junkee 1 Kim, Donghyun 1 Yoon, Ji-Hun 1
Published in...
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The North American journal of economics and finance : a journal of financial economics studies 2
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
Cover Image
Pricing of vulnerable exchange options with early counterparty credit risk
Kim, Donghyun; Kim, Geonwoo; Yoon, Ji-Hun - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013413573
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Cover Image
Pricing of vulnerable options with early counterparty credit risk
Jeon, Junkee; Kim, Geonwoo - In: The North American journal of economics and finance : a … 47 (2019), pp. 645-656
Persistent link: https://www.econbiz.de/10012120148
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