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	Pricing and hedging vulnerable option with funding costs and collateral
	Han, Xingyu
刊名	CHAOS SOLITONS & FRACTALS
	2018
卷号	112页码:103-115
关键词	European vulnerable option Funding spreads Collateral Local volatility Backward stochastic differential equations
DOI	10.1016/j.chaos.2018.04.042
URL标识	查看原文
公开日期	[db:dc_date_available]
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/4570069
专题	山东大学
作者单位	1.Shandong Univ, Inst Financial Studies, Jinan 250100, Shandong, Peoples R China. 2.Shandong Univ, Sch Math, Jinan 250100,
推荐引用方式 GB/T 7714	Han, Xingyu. Pricing and hedging vulnerable option with funding costs and collateral[J]. CHAOS SOLITONS & FRACTALS,2018,112:103-115.
APA	Han, Xingyu.(2018).Pricing and hedging vulnerable option with funding costs and collateral.CHAOS SOLITONS & FRACTALS,112,103-115.
MLA	Han, Xingyu."Pricing and hedging vulnerable option with funding costs and collateral".CHAOS SOLITONS & FRACTALS 112(2018):103-115.

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