vix.ing · top · new · best · stats · spec

Liu, Ruyi

  1. Vulnerable European and American Options in a Market Model with Optional Hazard Process
    2022/12/25 by Li, Libo, Liu, Ruyi, Rutkowski, Marek · 1 citation
    #FOS: Economics and business #Mathematical Finance (q-fin.MF) #Pricing of Securities (q-fin.PR)