Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
Jeon, Junkee
and
Kim, Geonwoo
2024.
Analytically Pricing a Vulnerable Option under a Stochastic Liquidity Risk Model with Stochastic Volatility.
Mathematics,
Vol. 12,
Issue. 17,
p.
2642.
Yue, Shengjie
Ma, Chaoqun
Deng, Chao
and
Zhao, Xinwei
2024.
Pricing foreign equity options under a regime-switching model with liquidity risk and default risk.
Communications in Statistics - Theory and Methods,
p.
1.
Wang, Bohua
Wang, Xingchun
and
Zhao, Mengjie
2024.
Valuing Vulnerable Basket Options with Stochastic Liquidity Risk in Reduced-form Models.
Computational Economics,
Cai, Chengyou
Wang, Xingchun
and
Yu, Baimin
2024.
Pricing vulnerable spread options with liquidity risk under Lévy processes.
The North American Journal of Economics and Finance,
Vol. 72,
Issue. ,
p.
102124.
Yun, Ana
and
Kim, Geonwoo
2025.
Valuing options with hybrid default risk under the stochastic volatility model.
Finance Research Letters,
Vol. 72,
Issue. ,
p.
106521.
Lin, Sha
Chen, Meiling
and
He, Xin-Jiang
2025.
Analytically pricing crude oil options under a jump-diffusion model with stochastic liquidity risk and convenience yield.
The North American Journal of Economics and Finance,
Vol. 78,
Issue. ,
p.
102424.