Option Pricing for Path-Dependent Options with Assets Exposed to Multiple Defaults Risk

In the present paper, we derive analytical formulas for barrier and lookback options with underlying assets exposed to multiple defaults risks which include exogenous counterparty default risk and endogenous default risk. The endogenous default risk leads the asset price drop to zero and the exogeno...

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Main Author: Taoshun He
Format: Article
Language:English
Published: Wiley 2020-01-01
Series:Discrete Dynamics in Nature and Society
Online Access:http://dx.doi.org/10.1155/2020/2418620
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author Taoshun He
author_facet Taoshun He
author_sort Taoshun He
collection DOAJ
description In the present paper, we derive analytical formulas for barrier and lookback options with underlying assets exposed to multiple defaults risks which include exogenous counterparty default risk and endogenous default risk. The endogenous default risk leads the asset price drop to zero and the exogenous counterparty default risk induces a drop in the asset price, but the asset can still be traded after this default time. An original technique is developed to valuate the barrier and lookback options by first conditioning on the predefault and the afterdefault time and then obtaining the unconditional analytic formulas for their price. We also compare the pricing results of our model with the default-free option model and exogenous counterparty default risk option model.
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spelling doaj-art-8e2ba24821904774bc983a22713d84ed2025-08-20T02:09:41ZengWileyDiscrete Dynamics in Nature and Society1026-02261607-887X2020-01-01202010.1155/2020/24186202418620Option Pricing for Path-Dependent Options with Assets Exposed to Multiple Defaults RiskTaoshun He0Numerical Simulation Key Laboratory of Sichuan Province, College of Mathematics and Information Science, Neijiang Normal University, Neijiang 641110, ChinaIn the present paper, we derive analytical formulas for barrier and lookback options with underlying assets exposed to multiple defaults risks which include exogenous counterparty default risk and endogenous default risk. The endogenous default risk leads the asset price drop to zero and the exogenous counterparty default risk induces a drop in the asset price, but the asset can still be traded after this default time. An original technique is developed to valuate the barrier and lookback options by first conditioning on the predefault and the afterdefault time and then obtaining the unconditional analytic formulas for their price. We also compare the pricing results of our model with the default-free option model and exogenous counterparty default risk option model.http://dx.doi.org/10.1155/2020/2418620
spellingShingle Taoshun He
Option Pricing for Path-Dependent Options with Assets Exposed to Multiple Defaults Risk
Discrete Dynamics in Nature and Society
title Option Pricing for Path-Dependent Options with Assets Exposed to Multiple Defaults Risk
title_full Option Pricing for Path-Dependent Options with Assets Exposed to Multiple Defaults Risk
title_fullStr Option Pricing for Path-Dependent Options with Assets Exposed to Multiple Defaults Risk
title_full_unstemmed Option Pricing for Path-Dependent Options with Assets Exposed to Multiple Defaults Risk
title_short Option Pricing for Path-Dependent Options with Assets Exposed to Multiple Defaults Risk
title_sort option pricing for path dependent options with assets exposed to multiple defaults risk
url http://dx.doi.org/10.1155/2020/2418620
work_keys_str_mv AT taoshunhe optionpricingforpathdependentoptionswithassetsexposedtomultipledefaultsrisk