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Discrete Dynamics in Nature and Society
Volume 2017 (2017), Article ID 5239808, 8 pages
https://doi.org/10.1155/2017/5239808
Research Article

Pricing Formula for Exotic Options with Assets Exposed to Counterparty Risk

School of Economic Mathematics, Southwestern University of Finance and Economics, Chengdu 611130, China

Correspondence should be addressed to Li Yan; nc.ude.efuws.4102@ly

Received 2 November 2016; Revised 24 December 2016; Accepted 13 March 2017; Published 27 March 2017

Academic Editor: Leonid Shaikhet

Copyright © 2017 Li Yan. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

How to Cite this Article

Li Yan, “Pricing Formula for Exotic Options with Assets Exposed to Counterparty Risk,” Discrete Dynamics in Nature and Society, vol. 2017, Article ID 5239808, 8 pages, 2017. doi:10.1155/2017/5239808