Two extensions to barrier option valuation (Q4994406): 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/10.1080/13504869500000010 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2167117533 / rank | |||
Normal rank |
Revision as of 23:42, 19 March 2024
scientific article; zbMATH DE number 7360812
Language | Label | Description | Also known as |
---|---|---|---|
English | Two extensions to barrier option valuation |
scientific article; zbMATH DE number 7360812 |
Statements
Two extensions to barrier option valuation (English)
0 references
18 June 2021
0 references
option pricing
0 references
exotic options
0 references