The pricing of dual-expiry exotics (Q4647600): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1088/1469-7688/4/1/009 / rank | |||
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| Property / cites work: Pricing and hedging power options / rank | |||
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Latest revision as of 21:55, 17 July 2024
scientific article; zbMATH DE number 7002106
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The pricing of dual-expiry exotics |
scientific article; zbMATH DE number 7002106 |
Statements
The pricing of dual-expiry exotics (English)
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15 January 2019
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dual-expiry exotic option pricing
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partial differential equation
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