Pricing vulnerable options under a stochastic volatility model. Yang, S., Lee, M., & Kim, J. Appl. Math. Lett., 34:7-12, 2014.
Pricing vulnerable options under a stochastic volatility model. [link]Link  Pricing vulnerable options under a stochastic volatility model. [link]Paper  bibtex   
@article{journals/appml/YangLK14,
  added-at = {2014-05-05T00:00:00.000+0200},
  author = {Yang, Sung-Jin and Lee, Min-Ku and Kim, Jeong-Hoon},
  biburl = {https://www.bibsonomy.org/bibtex/2558cfda65935b8ac4b89d7df93b1de0e/dblp},
  ee = {http://dx.doi.org/10.1016/j.aml.2014.03.007},
  interhash = {8dfc8ada083737390a6395eca818e72d},
  intrahash = {558cfda65935b8ac4b89d7df93b1de0e},
  journal = {Appl. Math. Lett.},
  keywords = {dblp},
  pages = {7-12},
  timestamp = {2015-06-18T06:24:28.000+0200},
  title = {Pricing vulnerable options under a stochastic volatility model.},
  url = {http://dblp.uni-trier.de/db/journals/appml/appml34.html#YangLK14},
  volume = 34,
  year = 2014
}

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