Pricing foreign equity options under a regime-switching model with liquidity risk and default risk

Yue, Shengjie; Ma, Chaoqun; Deng, Chao; Zhao, Xinwei

doi:10.1080/03610926.2024.2430740

Communications in Statistics - Theory and Methods

2024

DOI: 10.1080/03610926.2024.2430740

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Pricing foreign equity options under a regime-switching model with liquidity risk and default risk

Shengjie Yue,

Chaoqun Ma,

Chao Deng

et al.

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Pricing foreign equity options under a regime-switching model with liquidity risk and default risk

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References 46 publications

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