valuation of options on joint minima and maxima (Q4551197): Difference between revisions
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Property / cites work: PRICING AND HEDGING DOUBLE‐BARRIER OPTIONS: A PROBABILISTIC APPROACH / rank | |||
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Property / cites work: On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals / rank | |||
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Property / cites work: Pricing and hedging power options / rank | |||
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Property / cites work: Pricing Options With Curved Boundaries<sup>1</sup> / rank | |||
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Property / cites work: Q4003879 / rank | |||
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Property / cites work: On the distribution of points in a cube and the approximate evaluation of integrals / rank | |||
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Latest revision as of 15:40, 4 June 2024
scientific article; zbMATH DE number 1796823
Language | Label | Description | Also known as |
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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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