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Representation of exchange option prices under stochastic volatility jump-diffusion dynamics
Quantitative Finance, 2020Gerald H L Cheang +1 more
exaly
The Value of an Option to Exchange One Asset for Another
Journal of Finance, 1978exaly +2 more sources
Exchange option pricing in jump-diffusion models based on esscher transform
Communications in Statistics - Theory and Methods, 2018Wenhan Li
exaly

