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Pricing Basket Spread Options With Default Risk Under GARCH‐Jump Models
Pricing Basket Spread Options With Default Risk Under GARCH‐Jump Models
Fuente:
Wiley Open Access
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Bibliographic Details
Main Authors:
Dingding Dong
,
Xianda Qian
,
Xingchun Wang
Format:
Artículo Open Access
Published:
Wiley
2025
Subjects:
Journal of Futures Markets
Online Access:
Acceder al recurso
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https://onlinelibrary.wiley.com/doi/10.1002/fut.22574
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