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Exchange options with stochastic liquidity risk
Expert Systems With Applications, 2023In this article, we account for the liquidity risk in the underlying assets when pricing European exchange options, which has not been considered in the literature. An Ornstein-Uhlenbeck process with the mean -reversion property is selected to model the market liquidity risk, whose impacts on the underlying assets are assumed to be imposed with a ...
Puneet Pasricha, Xin-Jiang He
exaly +2 more sources
Abstract In this paper we present pricing results for an option to exchange the value of one asset raised to a power ( S 1 α 1 ) for the value of another asset raised to a power ( S 2 α 2 ). We refer to such options as power exchange options since they simultaneously generalize results for both the Fischer–Margrabe-type option ...
Steven P Clark, Lloyd P Blenman
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The option to exchange one asset for another is one of the oldest and one of the most popular exotic options. In the present article, we extend the existing literature on options to Parisian exchange options, i.e. the option to exchange one asset for the other contingent on the occurrence of the Parisian time.
An Chen
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