Work

Differences in the Prices of Vulnerable Options with Different Counterparties

Year: 2016

Type: article

Source: Journal of Futures Markets

DOI: 10.1002/fut.21789

Author: Xingchun Wang

Institution: 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: W2394986909

FWCI: 5.01

Cites: 40

Cited by: 23

Related to: 10