valuation of options on joint minima and maxima (Q4551197)

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scientific article; zbMATH DE number 1796823
Language Label Description Also known as
English
valuation of options on joint minima and maxima
scientific article; zbMATH DE number 1796823

    Statements

    title
    valuation of options on joint minima and maxima (English)
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    author
    Tristan Guillaume
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    publication date
    5 September 2002
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    zbMATH Keywords
    valuation problem
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    step barrier options
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    explicit formulae
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    65C50
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    65C05
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    zbMATH DE Number
    1796823
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    OpenAlex ID
    W1982957379
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