Researchers suggest an explicit-closed form solution for the pricing of vulnerable exchange options with early counterparty credit risk, providing an accurate and efficient solution for portfolio allocation (IMAGE)

Pusan National University

Researchers suggest an explicit-closed form solution for the pricing of vulnerable exchange options with early counterparty credit risk, providing an accurate and efficient solution for portfolio allocation

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An infographic depicting the advantages of the new model for the pricing of vulnerable exchange options

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Pusan National University

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