RANDOM TIME FORWARD-STARTING OPTIONS (Q2953302): Difference between revisions

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Property / cites work: FORWARD START OPTIONS UNDER STOCHASTIC VOLATILITY AND STOCHASTIC INTEREST RATES / rank
 
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Latest revision as of 10:39, 30 July 2024

scientific article
Language Label Description Also known as
English
RANDOM TIME FORWARD-STARTING OPTIONS
scientific article

    Statements

    title
    RANDOM TIME FORWARD-STARTING OPTIONS (English)
    0 references
    author
    Fabio Antonelli
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    Alessandro Ramponi
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    Sergio Scarlatti
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    publication date
    4 January 2017
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    zbMATH DE Number
    6670220
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    zbMATH Keywords
    random times
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    forward-starting options
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    cliquets options
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    CVA
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    arXiv ID
    1504.03552
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    OpenAlex ID
    W3121777978
    0 references
     
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