𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Certified value sellers

✍ Scribed by James C. Anderson; Nirmalya Kumar; James A. Narus


Book ID
110982315
Publisher
John Wiley and Sons
Year
2008
Tongue
English
Weight
178 KB
Volume
19
Category
Article
ISSN
0955-6419

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Valuing Seller-Defaultable Options
✍ JIN-RAY LU; YI-CHUN CHEN; CHIH-CHIANG HWANG; YI-CHUN TING πŸ“‚ Article πŸ“… 2012 πŸ› John Wiley and Sons 🌐 English βš– 880 KB

This study analyzes seller‐defaultable options that allow option writers to have a free‐will right to default, along with some prespecified default mechanisms. We analytically and numerically examine the pricing, hedging, defaulting, and profitability of the seller‐defaultable options, considering t