CLA’s, PLA’s and a new method for pricing general passport options (Q5245459)
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scientific article; zbMATH DE number 6423503
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CLA’s, PLA’s and a new method for pricing general passport options |
scientific article; zbMATH DE number 6423503 |
Statements
CLA’s, PLA’s and a new method for pricing general passport options (English)
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8 April 2015
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passport options
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vacation call and puts
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barrier and lookback options
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method of images
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