Options with constant underlying elasticity in strikes (Q812141): Difference between revisions
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| Property / DOI: 10.1007/S11147-005-3850-Z / rank | |||
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| Property / DOI: 10.1007/S11147-005-3850-Z / rank | |||
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Latest revision as of 03:46, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Options with constant underlying elasticity in strikes |
scientific article |
Statements
Options with constant underlying elasticity in strikes (English)
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23 January 2006
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exotic options
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exercise price uncertainty
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nonlinear payoff options
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