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"A Simplified Approach to the Pricing of Vulnerable Options with Two ..."

Geonwoo Kim (2023)

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DOI: 10.3390/AXIOMS12121105

access: open

type: Journal Article

metadata version: 2024-01-18

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Geonwoo Kim:
A Simplified Approach to the Pricing of Vulnerable Options with Two Underlying Assets in an Intensity-Based Model. Axioms 12(12): 1105 (2023)

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