LOCAL SCALE INVARIANCE AND CONTINGENT CLAIM PRICING II: PATH-DEPENDENT CONTINGENT CLAIMS (Q3523560): Difference between revisions
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| Property / author | |||
| Property / author: Jiri K. Hoogland / rank | |||
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| Property / author: Jiri K. Hoogland / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / arXiv ID: cond-mat/9907185 / rank | |||
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| Property / cites work: Connecting discrete and continuous path-dependent options / rank | |||
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| Property / cites work: BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES / rank | |||
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| Property / cites work: Pricing Options With Curved Boundaries<sup>1</sup> / rank | |||
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| Property / OpenAlex ID: W3125668629 / rank | |||
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Latest revision as of 08:37, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LOCAL SCALE INVARIANCE AND CONTINGENT CLAIM PRICING II: PATH-DEPENDENT CONTINGENT CLAIMS |
scientific article |
Statements
LOCAL SCALE INVARIANCE AND CONTINGENT CLAIM PRICING II: PATH-DEPENDENT CONTINGENT CLAIMS (English)
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3 September 2008
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contingent claim pricing
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scale invariance
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homogeneity
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partial differential equation
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