The Pricing of European Exchange Option with Continuous Dividends

Shougang Zhang, Yingchun Zheng, Yunfeng Yang. The Pricing of European Exchange Option with Continuous Dividends. In 15th International Conference on Computational Intelligence and Security, CIS 2019, Macao, SAR, China, December 13-16, 2019. pages 320-323, IEEE, 2019. [doi]

Abstract

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