Various passport options and their valuation (Q4541582): Difference between revisions
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Property / cites work: PASSPORT OPTIONS / rank | |||
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Property / cites work: Martingales and stochastic integrals in the theory of continuous trading / rank | |||
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Property / cites work: Local time, coupling and the passport option / rank | |||
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Property / cites work: Q4039796 / rank | |||
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Property / cites work: Exotic passport options / rank | |||
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Property / cites work: Optimal stopping and free boundary problems / rank | |||
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Latest revision as of 12:06, 4 June 2024
scientific article; zbMATH DE number 1771975
Language | Label | Description | Also known as |
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English | Various passport options and their valuation |
scientific article; zbMATH DE number 1771975 |
Statements
Various passport options and their valuation (English)
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5 September 2002
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passport option
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pricing equations
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linear complementary problem
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investors
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