Valuation of exchange option with stochastic liquidity risk: a probabilistic approach

Research output: Contribution to journal › Article › peer-review

Original language	English
Journal	East Asian Mathematical Journal
Volume	41
Issue number	1
DOIs	https://doi.org/10.7858/eamj.2025.001
State	Published - Jan 2025

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@article{8aef236e2d5842c2845a01283ae969d0,

title = "Valuation of exchange option with stochastic liquidity risk: a probabilistic approach",

author = "Kim, \{Geon Woo\}",

year = "2025",

month = jan,

doi = "10.7858/eamj.2025.001",

language = "English",

volume = "41",

journal = "East Asian Mathematical Journal",

issn = "1226-6973",

publisher = "영남수학회",

number = "1",

}