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"Pricing vulnerable American put options under jump-diffusion processes ..."

Shengan Wang, Qing Zhou, Weilin Xiao (2023)

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DOI: 10.1080/03610918.2021.1990325

access: closed

type: Journal Article

metadata version: 2023-12-10

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Shengan Wang, Qing Zhou, Weilin Xiao:
Pricing vulnerable American put options under jump-diffusion processes when corporate liabilities are random. Commun. Stat. Simul. Comput. 52(11): 5462-5482 (2023)

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