Mathematical analysis of the two-color partial rainbow options (Q5312745): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
Normal rank | |||
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)
0 references
25 August 2005
0 references
option pricing
0 references
Black-Schole's formulae
0 references
integral representation
0 references
