Skip to contents Bi, Hongwei [Author]; Wang, Xingchun [Author]; Zhang, Nanyi [Author] Pricing Vulnerable Spread Options under an Intensity-based Model Books View online Schließen > Access https://ssrn.com/abstract=4378909 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023 Dong, Ziming; Tang, Dan; Wang, Xingchun Pricing vulnerable basket spread options with liquidity risk Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Springer Science and Business Media LLC, 2023 Published in: Review of Derivatives Research Bi, Hongwei; Wang, Xingchun; Zhang, Nanyi Pricing Vulnerable Spread Options under an Intensity-based Model Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2023 Published in: SSRN Electronic Journal Cao, Melanie; Wei, Jason Vulnerable options, risky corporate bond, and credit spread Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Wiley, 2001 Published in: Journal of Futures Markets Cao, Melanie; Wei, Jason Vulnerable options, risky corporate bond, and credit spread Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Wiley, 2001 Published in: Journal of Futures Markets Djeutcha, Eric; Sadefo Kamdem, Jules Pricing for a vulnerable bull spread options using a mixed modified fractional Hull–White–Vasicek model Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Springer Science and Business Media LLC, 2024 Published in: Annals of Operations Research ZONG-GANG, MA; SHI-SONG, XIAO Closed Form Valuation of Vulnerable European Options with Stochastic Credit Spreads Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Bucharest University of Economic Studies, 2019 Published in: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH
Bi, Hongwei [Author]; Wang, Xingchun [Author]; Zhang, Nanyi [Author] Pricing Vulnerable Spread Options under an Intensity-based Model Books View online Schließen > Access https://ssrn.com/abstract=4378909 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023
Dong, Ziming; Tang, Dan; Wang, Xingchun Pricing vulnerable basket spread options with liquidity risk Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Springer Science and Business Media LLC, 2023 Published in: Review of Derivatives Research
Bi, Hongwei; Wang, Xingchun; Zhang, Nanyi Pricing Vulnerable Spread Options under an Intensity-based Model Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2023 Published in: SSRN Electronic Journal
Cao, Melanie; Wei, Jason Vulnerable options, risky corporate bond, and credit spread Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Wiley, 2001 Published in: Journal of Futures Markets
Cao, Melanie; Wei, Jason Vulnerable options, risky corporate bond, and credit spread Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Wiley, 2001 Published in: Journal of Futures Markets
Djeutcha, Eric; Sadefo Kamdem, Jules Pricing for a vulnerable bull spread options using a mixed modified fractional Hull–White–Vasicek model Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Springer Science and Business Media LLC, 2024 Published in: Annals of Operations Research
ZONG-GANG, MA; SHI-SONG, XIAO Closed Form Valuation of Vulnerable European Options with Stochastic Credit Spreads Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Bucharest University of Economic Studies, 2019 Published in: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH
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