Various passport options and their valuation (Q4541582): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/13504869950079293
+Normal rank
@@ Property / OpenAlex ID @@
+W1981634089
@@ Property / OpenAlex ID: W1981634089 / rank @@
+Normal rank
@@ Property / cites work @@
+PASSPORT OPTIONS
@@ Property / cites work: PASSPORT OPTIONS / rank @@
+Normal rank
@@ Property / cites work @@
+Martingales and stochastic integrals in the theory of continuous trading
+Normal rank
@@ Property / cites work @@
+Local time, coupling and the passport option
@@ Property / cites work: Local time, coupling and the passport option / rank @@
+Normal rank
@@ Property / cites work @@
+Q4039796
@@ Property / cites work: Q4039796 / rank @@
+Normal rank
@@ Property / cites work @@
+Exotic passport options
@@ Property / cites work: Exotic passport options / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal stopping and free boundary problems
@@ Property / cites work: Optimal stopping and free boundary problems / rank @@
+Normal rank