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

Weixuan Xia

doi:10.3905/jod.2019.1.074

Main menu

Home
Current Issue
Past Issues
Videos
Submit an article
More

IPR Logo
About Us
Journals
Publish
Advertise
Videos
Webinars
More

Follow IIJ on LinkedIn
Follow IIJ on Twitter

User menu

Sample our Content
Request a Demo
Log in

Search

Search for this keyword

ADVANCED SEARCH: Discover more content by journal, author or time frame

IPR Logo
About Us
Journals
Publish
Advertise
Videos
Webinars
More

Sample our Content
Request a Demo
Log in

The Journal of Derivatives

Search for this keyword

ADVANCED SEARCH: Discover more content by journal, author or time frame

Home
Current Issue
Past Issues
Videos
Submit an article
More

Follow IIJ on LinkedIn
Follow IIJ on Twitter

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

Weixuan Xia

is a PhD student in the mathematical finance department at Boston University’s Questrom School of Business in Boston, MA

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site
For correspondence: tonyxia1018@163.com

Article
Info & Metrics
PDF (Subscribers Only)

PreviousNext

Explore our content to discover more relevant research

By topic
Across journals
From the experts
Monthly highlights
Special collections

In this issue

The Journal of Derivatives

Vol. 26, Issue 4

Summer 2019

Table of Contents
Index by author
Complete Issue (PDF)

Download PDF

Article Alerts

User Name *

Password *

Email *

Email Article

Thank you for your interest in spreading the word on The Journal of Derivatives.

NOTE: We only request your email address so that the person you are recommending the page to knows that you wanted them to see it, and that it is not junk mail. We do not capture any email address.

Your Email *

Your Name *

Send To *

Enter multiple addresses on separate lines or separate them with commas.

You are going to email the following A Stochastic-Volatility Model for Pricing Power Variants of Exchange Options

Message Subject (Your Name) has sent you a message from The Journal of Derivatives

Message Body (Your Name) thought you would like to see the The Journal of Derivatives web site.

Your Personal Message

CAPTCHA

This question is for testing whether or not you are a human visitor and to prevent automated spam submissions.

Citation Tools

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

Citation Manager Formats

BibTeX
Bookends
EasyBib
EndNote (tagged)
EndNote 8 (xml)
Medlars
Mendeley
Papers
RefWorks Tagged
Ref Manager
RIS
Zotero

Save To My Folders

User Name *

Password *

Remember my user name & password.

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

Share This Article:

Tweet Widget Facebook Like

Jump to section

Article
Info & Metrics
PDF

Cited By...

No citing articles found.

Google Scholar

LONDON

One London Wall, London, EC2Y 5EA

United Kingdom

+44 207 139 1600

NEW YORK

41 Madison Avenue, New York, NY 10010

USA

+1 646 931 9045

pm-research@pageantmedia.com

Stay Connected

Follow IIJ on LinkedIn
Follow IIJ on Twitter

INFORMATION FOR

Academics
Agents
Authors
Content Usage Terms

GET INVOLVED

Advertise
Publish
Article Licensing

Contact Us
Subscribe Now
Log In
Update your profile
Give us your feedback

Site Map
Terms & Conditions
Privacy Policy
Cookies

Main menu

User menu

Search

The Journal of Derivatives

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

Explore our content to discover more relevant research

In this issue

Citation Manager Formats

Similar Articles

Cited By...

MORE FROM PMR

INFORMATION FOR

GET INVOLVED