Work

Pricing of vulnerable options with early counterparty credit risk

Year: 2018

Type: article

Source: The North American Journal of Economics and Finance

DOI: 10.1016/j.najef.2018.07.001

Authors: Junkee Jeon, Geonwoo Kim

Institutions: Seoul National University, Seoul National University of Science and Technology

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: National Research Foundation of Korea

Awards: G2572551069, G4808454597

OpenAlex ID: W2884586107

FWCI: 3.632

Cites: 36

Cited by: 22

Related to: 10