Valuation of segregated funds: shout options with maturity extensions. (Q1413278)

From MaRDI portal
Revision as of 04:16, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
Valuation of segregated funds: shout options with maturity extensions.
scientific article

    Statements

    title
    Valuation of segregated funds: shout options with maturity extensions. (English)
    0 references
    author
    H. Windcliff
    0 references
    Peter A. I. Forsyth
    0 references
    Kenneth Vetzal
    0 references
    publication date
    16 November 2003
    0 references
    zbMATH DE Number
    2003989
    0 references
    zbMATH Keywords
    Maturity guarantees
    0 references
    Option pricing
    0 references
    Linear complementarity
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1413278&oldid=26212422"
    Powered by MediaWiki