Pricing vulnerable spread options with liquidity risk under Lévy processes
| Autor: | Cai, Chengyou, Wang, Xingchun, Yu, Baimin |
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| Zdroj: | In North American Journal of Economics and Finance May 2024 72 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Cai, Chengyou, Wang, Xingchun, Yu, Baimin |
|---|---|
| Zdroj: | In North American Journal of Economics and Finance May 2024 72 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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Full Text from ScienceDirect