Pricing Perpetual Fund Protection with Withdrawal Option (Q5715912): 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
Property / cites work
 
Property / cites work: Arbitrage pricing of Russian options and perpetual lookback options / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pricing Dynamic Investment Fund Protection / rank
 
Normal rank
Property / cites work
 
Property / cites work: MARTINGALE APPROACH TO PRICING PERPETUAL AMERICAN OPTIONS ON TWO STOCKS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Actuarial bridges to dynamic hedging and option pricing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some optimal stopping problems with nontrivial boundaries for pricing exotic options / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic Fund Protection / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4349551 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Russian option: Reduced regret / rank
 
Normal rank
Property / cites work
 
Property / cites work: Valuing Equity-Indexed Annuities / rank
 
Normal rank

Latest revision as of 13:41, 11 June 2024

scientific article; zbMATH DE number 2243738
Language Label Description Also known as
English
Pricing Perpetual Fund Protection with Withdrawal Option
scientific article; zbMATH DE number 2243738

    Statements

    Identifiers