Work

Pricing Basket Spread Options With Default Risk Under GARCH‐Jump Models

Year: 2025

Type: article

Source: Journal of Futures Markets

DOI: 10.1002/fut.22574

Authors: Dingding Dong, Xianda Qian, Xingchun Wang

Institutions: Jilin University, University of International Business and Economics

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4407709222

FWCI: 0.939

Cites: 25

Cited by: 1

Related to: 10