Two extensions to barrier option valuation (Q4994406): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1080/13504869500000010 / rank | |||
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| Property / OpenAlex ID: W2167117533 / rank | |||
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| Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
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| Property / cites work: Q3808989 / rank | |||
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| Property / cites work: Pricing Options With Curved Boundaries<sup>1</sup> / rank | |||
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| Property / cites work: Q4905685 / rank | |||
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Latest revision as of 00:19, 26 July 2024
scientific article; zbMATH DE number 7360812
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two extensions to barrier option valuation |
scientific article; zbMATH DE number 7360812 |
Statements
Two extensions to barrier option valuation (English)
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18 June 2021
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option pricing
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exotic options
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