Jun Yang

Simon Fraser University (SFU)

8888 University Drive

Burnaby, British Columbia V5A 1S6

Canada

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Scholarly Papers (1)

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Counterparty Credit Risk and American Options

Posted: 20 May 2019
Peter Klein and Jun Yang
Simon Fraser University (SFU) - Finance Area and Simon Fraser University (SFU)
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Abstract:

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American options, Counterparty credit risk, Derivative securities, Default barrier, Default boundary, Pricing, Put options