Valuation of vulnerable options using a bivariate Gram–Charlier approximation.

Published in:

Review of Derivatives Research, 2025, v. 28, n. 1, p. 1, doi. 10.1007/s11147-024-09207-y

By:

• Dong, Dingding;
• Ou, Xinyue;
• Wang, Xingchun

Publication type:

Article