Options with constant underlying elasticity in strikes (Q812141): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s11147-005-3850-z / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2067827811 / rank | |||
Normal rank | |||
Revision as of 22:22, 19 March 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)
0 references
23 January 2006
0 references
exotic options
0 references
exercise price uncertainty
0 references
nonlinear payoff options
0 references
