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The martingale approach for credit-risky exchange option pricing
Journal article
Deng DING. The martingale approach for credit-risky exchange option pricing[J]. Applied Mathematical Sciences, 2008, 3(3), 129-140.
Authors:
Deng DING
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Submit date：2019/02/13
Continuous Martingale Representation Theorem
Exchange Option
Girsanov's Theorem
Itô's Formula
