Pricing power exchange options with default risk, stochastic volatility and stochastic interest rate
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2019 ◽
Vol 97
(3)
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pp. 638-655
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2019 ◽
Vol 37
(1)
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pp. 283-292
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2011 ◽
Vol 375
(2)
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pp. 510-522
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2020 ◽
Vol 16
(1)
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pp. 71-101
2018 ◽
Vol 76
(9)
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pp. 2223-2234
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2020 ◽
Vol 537
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pp. 122714
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