PASSPORT OPTIONS (Q4419297): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1111/j.1467-9965.2002.tb00126.x
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@@ Property / OpenAlex ID @@
+W4247072500
@@ Property / OpenAlex ID: W4247072500 / rank @@
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@@ Property / cites work @@
+On the \(L^p\) norms of stochastic integrals and other martingales
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@@ Property / cites work @@
+The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding
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@@ Property / cites work @@
+Q4001128
@@ Property / cites work: Q4001128 / rank @@
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@@ Property / cites work @@
+BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES
@@ Property / cites work: BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES / rank @@
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@@ Property / cites work @@
+Local time, coupling and the passport option
@@ Property / cites work: Local time, coupling and the passport option / rank @@
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@@ Property / cites work @@
+Q3901421
@@ Property / cites work: Q3901421 / rank @@
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@@ Property / cites work @@
+On Stopping Times for a Wiener Process
@@ Property / cites work: On Stopping Times for a Wiener Process / rank @@
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@@ Property / cites work @@
+On Moment Inequalities for Stochastic Integrals
@@ Property / cites work: On Moment Inequalities for Stochastic Integrals / rank @@
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@@ Property / cites work @@
+Q4303982
@@ Property / cites work: Q4303982 / rank @@
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@@ Property / cites work @@
+Options on a traded account: Vacation calls, vacation puts and passport options
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@@ Property / cites work @@
+Sur certaines fonctionnelles exponentielles du mouvement brownien réel
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@@ Property / cites work @@
+On some exponential functionals of Brownian motion
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@@ Property / cites work @@
+Q4693741
@@ Property / cites work: Q4693741 / rank @@
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