Sub-replication and replenishing premium: Efficient pricing of multi-state lookbacks (Q1421714)

From MaRDI portal
Revision as of 18:21, 31 January 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
Sub-replication and replenishing premium: Efficient pricing of multi-state lookbacks
scientific article

    Statements

    title
    Sub-replication and replenishing premium: Efficient pricing of multi-state lookbacks (English)
    0 references
    author
    Hoi Ying Wong
    0 references
    Yue Kuen Kwok
    0 references
    publication date
    3 February 2004
    0 references
    zbMATH DE Number
    2037008
    0 references
    zbMATH Keywords
    option pricing
    0 references
    replication strategy
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1421714&oldid=13587564"
    Powered by MediaWiki