Pricing Perpetual Fund Protection with Withdrawal Option (Q5715912): Difference between revisions

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+https://doi.org/10.1080/10920277.2003.10596087
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+W2414735441
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@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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+Arbitrage pricing of Russian options and perpetual lookback options
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@@ Property / cites work @@
+Pricing Dynamic Investment Fund Protection
@@ Property / cites work: Pricing Dynamic Investment Fund Protection / rank @@
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@@ Property / cites work @@
+MARTINGALE APPROACH TO PRICING PERPETUAL AMERICAN OPTIONS ON TWO STOCKS
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+Actuarial bridges to dynamic hedging and option pricing
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+Some optimal stopping problems with nontrivial boundaries for pricing exotic options
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+Dynamic Fund Protection
@@ Property / cites work: Dynamic Fund Protection / rank @@
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@@ Property / cites work @@
+Q4349551
@@ Property / cites work: Q4349551 / rank @@
+Normal rank
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+The Russian option: Reduced regret
@@ Property / cites work: The Russian option: Reduced regret / rank @@
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+Valuing Equity-Indexed Annuities
@@ Property / cites work: Valuing Equity-Indexed Annuities / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:5715912