Various passport options and their valuation (Q4541582): Difference between revisions

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Property / cites work: Local time, coupling and the passport option / rank
 
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Latest revision as of 12:06, 4 June 2024

scientific article; zbMATH DE number 1771975
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English
Various passport options and their valuation
scientific article; zbMATH DE number 1771975

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    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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