CLA’s, PLA’s and a new method for pricing general passport options (Q5245459): Difference between revisions

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+Various passport options and their valuation
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+Normal rank
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+The Pricing of Options and Corporate Liabilities
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+Normal rank
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+A NEW METHOD OF PRICING LOOKBACK OPTIONS
@@ Property / cites work: A NEW METHOD OF PRICING LOOKBACK OPTIONS / rank @@
+Normal rank
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+PASSPORT OPTIONS
@@ Property / cites work: PASSPORT OPTIONS / rank @@
+Normal rank
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+Mean stochastic comparison of diffusions
@@ Property / cites work: Mean stochastic comparison of diffusions / rank @@
+Normal rank
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+Local time, coupling and the passport option
@@ Property / cites work: Local time, coupling and the passport option / rank @@
+Normal rank
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+Passport options with stochastic volatility
@@ Property / cites work: Passport options with stochastic volatility / rank @@
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+Predictability and unpredictability in financial markets
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+Exotic passport options
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+Options on a traded account: Vacation calls, vacation puts and passport options
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+Stock Price Distributions with Stochastic Volatility: An Analytic Approach
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