CLA’s, PLA’s and a new method for pricing general passport options (Q5245459): Difference between revisions

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+https://doi.org/10.1080/14697688.2014.882011
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+W2025333569
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@@ Property / cites work @@
+Various passport options and their valuation
@@ Property / cites work: Various passport options and their valuation / rank @@
+Normal rank
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+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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+A NEW METHOD OF PRICING LOOKBACK OPTIONS
@@ Property / cites work: A NEW METHOD OF PRICING LOOKBACK OPTIONS / rank @@
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@@ Property / cites work @@
+PASSPORT OPTIONS
@@ Property / cites work: PASSPORT OPTIONS / rank @@
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@@ Property / cites work @@
+Mean stochastic comparison of diffusions
@@ Property / cites work: Mean stochastic comparison of diffusions / rank @@
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@@ Property / cites work @@
+Local time, coupling and the passport option
@@ Property / cites work: Local time, coupling and the passport option / rank @@
+Normal rank
@@ Property / cites work @@
+Passport options with stochastic volatility
@@ Property / cites work: Passport options with stochastic volatility / rank @@
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+Predictability and unpredictability in financial markets
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@@ Property / cites work @@
+Exotic passport options
@@ Property / cites work: Exotic passport options / rank @@
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+Options on a traded account: Vacation calls, vacation puts and passport options
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+Stock Price Distributions with Stochastic Volatility: An Analytic Approach
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+Publication:5245459