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DING DENG [2]
JIN XIAO QING [1]
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2006 [1]
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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
A Simple Analytical and Numerical Approach for Pricing Compound Options
Journal article
Deng Ding, Chikeong Leong, Xiaoqing Jin. A Simple Analytical and Numerical Approach for Pricing Compound Options[J]. A Journal of Chinese Universities (English Series), 2006, 15(4), 367-374.
Authors:
Deng Ding
;
Chikeong Leong
;
Xiaoqing Jin
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IF:
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Submit date：2019/07/09
Compound Option
Girsanov Theorem
Bisection Method
European Call Option
Brownian Motion
