Sub-replication and replenishing premium: Efficient pricing of multi-state lookbacks (Q1421714): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user 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/10.1023/a:1027377228682 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1585735960 / rank | |||
Normal rank | |||
Latest revision as of 11:11, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sub-replication and replenishing premium: Efficient pricing of multi-state lookbacks |
scientific article |
Statements
Sub-replication and replenishing premium: Efficient pricing of multi-state lookbacks (English)
0 references
3 February 2004
0 references
option pricing
0 references
replication strategy
0 references
