THE BRITISH KNOCK-OUT PUT OPTION (Q5249750): Difference between revisions
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| Property / cites work: Selling a stock at the ultimate maximum / rank | |||
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| Property / cites work: The valuation of American barrier options using the decomposition technique / rank | |||
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| Property / cites work: Local time and the pricing of path-dependent options / rank | |||
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| Property / cites work: A change-of-variable formula with local time on curves / rank | |||
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| Property / cites work: The British Put Option / rank | |||
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| Property / cites work: The British call option / rank | |||
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Latest revision as of 02:23, 10 July 2024
scientific article; zbMATH DE number 6435232
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE BRITISH KNOCK-OUT PUT OPTION |
scientific article; zbMATH DE number 6435232 |
Statements
THE BRITISH KNOCK-OUT PUT OPTION (English)
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11 May 2015
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British option
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European/American barrier option
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knock-out option
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stopped process
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arbitrage-free price
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British barrier put-call symmetry
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liquid/illiquid market
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free-boundary problem
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nonlinear integral equation
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local time-space calculus
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