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Insurance guaranty premiums and exchange options
Lee, Hangsuck;
Song, Seongjoo
; Lee, Gaeun
Article
Issue Date
2022
Citation
MATHEMATICS AND FINANCIAL ECONOMICS
Publisher
SPRINGER HEIDELBERG
1
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Author
Lee, Gaeun
1
Song, Seongjoo
1
Subject
CAPITAL FORBEARANCE
1
COST
1
DEPOSIT INSURANCE
1
Esscher transform
1
Exchange options
1
Insurance guaranty premiums
1
Multi-step barrier
1
Option pricing
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Reflection principle
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Date Issued
2022
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Mathematics and Financial Economics
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