Pricing and estimates of Greeks for passport option: A three time level approach (Q729847): Difference between revisions

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+Various passport options and their valuation
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+Exotic passport options
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+Viscosity solutions of HJB equations arising from the valuation of European passport options
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+Local time, coupling and the passport option
@@ Property / cites work: Local time, coupling and the passport option / rank @@
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+Passport options with stochastic volatility
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+PASSPORT OPTIONS
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+Q4254411
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+Options on a traded account: Vacation calls, vacation puts and passport options
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+Optimal Strategies of Passport Options
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+Q5536978
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+Q3696432
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