Finite maturity caps and floors on continuous flows (Q1029997): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
ReferenceBot (talk | contribs) Changed an Item |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.jedc.2006.12.012 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3125121908 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4035104 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Optimal Switching in an Economic Activity under Uncertainty / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4002114 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Investment and the Valuation of Firms When There is an Option to Shut Down / rank | |||
Normal rank | |||
Latest revision as of 17:27, 1 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite maturity caps and floors on continuous flows |
scientific article |
Statements
Finite maturity caps and floors on continuous flows (English)
0 references
1 July 2009
0 references
finite maturity
0 references
caps and floors
0 references
continuous flows
0 references
time integral of options
0 references
implied volatilities
0 references
