Pages that link to "Item:Q5926467"

The following pages link to Options on a traded account: Vacation calls, vacation puts and passport options (Q5926467):

Displaying 11 items.

• European and Asian Greeks for exponential Lévy processes (Q64644) (← links)
• 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)
• Prices and sensitivities of Asian options: A survey (Q939350) (← links)
• Valuing Asian options using the finite element method and duality techniques (Q952087) (← 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)
• A NEW CLASS OF COMMODITY HEDGING STRATEGIES: A PASSPORT OPTIONS APPROACH (Q3022043) (← links)
• The mean comparison theorem cannot be extended to the Poisson case (Q4660544) (← links)
• Hedging Problem for Asian Call Options with Transaction Costs (Q6112446) (← links)