An ETD Method for Vulnerable American Options
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References listed on IDEAS
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- Larkin, James & Matthes, Britta & Azribi, Mohamed & Kearns, Conor & Mulinari, Shai & Rickard, Emily & Moriarty, Frank & Fahey, Tom & Ozieranski, Piotr, 2024. "Drug company methodologies used for reporting in the UK pharmaceutical industry payment transparency database between 2015 and 2019: A content analysis," Health Policy, Elsevier, vol. 149(C).
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Keywords
vulnerable options; default risk; exponential time differencing; penalty method;All these keywords.
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