valuation of options on joint minima and maxima (Q4551197): Difference between revisions
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Revision as of 16:20, 5 March 2024
scientific article; zbMATH DE number 1796823
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | valuation of options on joint minima and maxima |
scientific article; zbMATH DE number 1796823 |
Statements
valuation of options on joint minima and maxima (English)
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5 September 2002
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valuation problem
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step barrier options
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explicit formulae
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