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

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+https://doi.org/10.1016/j.cam.2016.10.027
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+W2555129672
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@@ Property / cites work @@
+Various passport options and their valuation
@@ Property / cites work: Various passport options and their valuation / rank @@
+Normal rank
@@ Property / cites work @@
+Exotic passport options
@@ Property / cites work: Exotic passport options / rank @@
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@@ Property / cites work @@
+Viscosity solutions of HJB equations arising from the valuation of European passport options
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@@ Property / cites work @@
+Local time, coupling and the passport option
@@ Property / cites work: Local time, coupling and the passport option / rank @@
+Normal rank
@@ Property / cites work @@
+Passport options with stochastic volatility
@@ Property / cites work: Passport options with stochastic volatility / rank @@
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@@ Property / cites work @@
+PASSPORT OPTIONS
@@ Property / cites work: PASSPORT OPTIONS / rank @@
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@@ Property / cites work @@
+Q4254411
@@ Property / cites work: Q4254411 / rank @@
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@@ Property / cites work @@
+Options on a traded account: Vacation calls, vacation puts and passport options
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@@ Property / cites work @@
+Optimal Strategies of Passport Options
@@ Property / cites work: Optimal Strategies of Passport Options / rank @@
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@@ Property / cites work @@
+Q5536978
@@ Property / cites work: Q5536978 / rank @@
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@@ Property / cites work @@
+Q3696432
@@ Property / cites work: Q3696432 / rank @@
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@@ Property / cites work @@
+Q4226183
@@ Property / cites work: Q4226183 / rank @@
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