A Stochastic-Volatility Model for Pricing Power Variants of Exchange Options

Weixuan Xia
The Journal of Derivatives Summer 2019, 26 (4) 113-127; DOI: https://doi.org/10.3905/jod.2019.1.074

Article Information

vol. 26 no. 4 113-127
DOI 
https://doi.org/10.3905/jod.2019.1.074
Published By 
Pageant Media Ltd
Print ISSN 
1074-1240
Online ISSN 
2168-8524
History 
  • Published online May 31, 2019.

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© 2019 Pageant Media Ltd

Author Information

  1. Weixuan Xia
    1. is a PhD student in the mathematical finance department at Boston University’s Questrom School of Business in Boston, MA. (tonyxia1018{at}163.com)
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A Stochastic-Volatility Model for Pricing Power Variants of Exchange Options
Weixuan Xia
The Journal of Derivatives May 2019, 26 (4) 113-127; DOI: 10.3905/jod.2019.1.074
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