Options with constant underlying elasticity in strikes (Q812141): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
Property / DOI | |||
Property / DOI: 10.1007/s11147-005-3850-z / rank | |||
Property / DOI | |||
Property / DOI: 10.1007/S11147-005-3850-Z / rank | |||
Normal rank |
Revision as of 09:41, 9 December 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Options with constant underlying elasticity in strikes |
scientific article |
Statements
Options with constant underlying elasticity in strikes (English)
0 references
23 January 2006
0 references
exotic options
0 references
exercise price uncertainty
0 references
nonlinear payoff options
0 references
0 references