THE BRITISH KNOCK-OUT PUT OPTION (Q5249750): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 20:37, 8 February 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)
0 references
11 May 2015
0 references
British option
0 references
European/American barrier option
0 references
knock-out option
0 references
stopped process
0 references
arbitrage-free price
0 references
British barrier put-call symmetry
0 references
liquid/illiquid market
0 references
free-boundary problem
0 references
nonlinear integral equation
0 references
local time-space calculus
0 references