Path-dependent game options: a lookback case (Q2447511): Difference between revisions
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Property / cites work: Further calculations for Israeli options / rank | |||
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Property / cites work: Properties of game options / rank | |||
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Property / cites work: Game options / rank | |||
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Property / cites work: CALLABLE PUTS AS COMPOSITE EXOTIC OPTIONS / rank | |||
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Property / cites work: Mathematical models of financial derivatives / rank | |||
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Property / cites work: Some calculations for Israeli options / rank | |||
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Property / cites work: Stochastic calculus for finance. II: Continuous-time models. / rank | |||
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Property / cites work: Q3561030 / rank | |||
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Latest revision as of 10:27, 8 July 2024
scientific article
Language | Label | Description | Also known as |
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English | Path-dependent game options: a lookback case |
scientific article |
Statements
Path-dependent game options: a lookback case (English)
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25 April 2014
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American options
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lookback game options
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callable feature
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path dependent
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