"Pricing European vanilla options under a jump-to-default threshold ..."

Yiming Jiang, Shiyu Song, Yongjin Wang (2018)

> Home

Details and statistics

DOI: 10.1016/J.CAM.2018.04.039

access: closed

type: Journal Article

metadata version: 2023-07-18

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/jcam/JiangSW18
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/jcam/JiangSW18
Yiming Jiang, Shiyu Song, Yongjin Wang:
Pricing European vanilla options under a jump-to-default threshold diffusion model. J. Comput. Appl. Math. 344: 438-456 (2018)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.