Results 231 to 240 of about 133,645 (263)
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Power Exchange Option with a Hybrid Credit Risk under Jump-Diffusion Model
Mathematics, 2022Junkee Jeon, Geonwoo Kim, Kim Geonwoo
exaly
Closed-form pricing formula for exchange option with credit risk
Chaos, Solitons and Fractals, 2016Geonwoo Kim
exaly
Valuing convertible bonds and the option to exchange bonds for stock
Journal of Corporate Finance, 2015John Finnerty
exaly
The Malliavin Derivative and Application to Pricing and Hedging a European Exchange Option
Journal of Mathematical Finance, 2012Sure Mataramvura
exaly

