Pages that link to "Item:Q1979077"
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The following pages link to Local time, coupling and the passport option (Q1979077):
Displayed 11 items.
- Minimum return guarantees with fund switching rights -- an optimal stopping problem (Q658637) (← links)
- Pricing and estimates of Greeks for passport option: A three time level approach (Q729847) (← links)
- The valuation of American passport options: a viscosity solution approach (Q1730402) (← links)
- Pricing European passport option with radial basis function (Q1791773) (← links)
- Viscosity solutions of integro-differential equations and passport options in a jump-diffusion model (Q2247919) (← links)
- An explicit formula for the Skorokhod map on \([0,a]\) (Q2456026) (← links)
- PASSPORT OPTIONS (Q4419297) (← links)
- Various passport options and their valuation (Q4541582) (← links)
- Passport options with stochastic volatility (Q4541603) (← links)
- Options on a traded account: symmetric treatment of the underlying assets (Q5215436) (← links)
- CLA’s, PLA’s and a new method for pricing general passport options (Q5245459) (← links)