Mathematical analysis of the two-color partial rainbow options (Q5312745): Difference between revisions
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| Property / author: Der-Chen E. Chang / rank | |||
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| Property / author: Duy-Minh Nhieu / rank | |||
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| Property / author: Der-Chen E. Chang / rank | |||
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| Property / author: Duy-Minh Nhieu / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL: https://doi.org/10.1080/00036810500047774 / rank | |||
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| Property / OpenAlex ID: W1992637812 / rank | |||
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| Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
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Latest revision as of 14:40, 10 June 2024
scientific article; zbMATH DE number 2198834
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mathematical analysis of the two-color partial rainbow options |
scientific article; zbMATH DE number 2198834 |
Statements
Mathematical analysis of the two-color partial rainbow options (English)
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25 August 2005
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option pricing
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Black-Schole's formulae
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integral representation
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