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

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Sub-replication and replenishing premium: Efficient pricing of multi-state lookbacks
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    Statements

    title
    Sub-replication and replenishing premium: Efficient pricing of multi-state lookbacks (English)
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    author
    Hoi Ying Wong
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    Yue Kuen Kwok
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    publication date
    3 February 2004
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    zbMATH Keywords
    option pricing
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    replication strategy
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    Identifiers

    zbMATH DE Number
    2037008
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    OpenAlex ID
    W1585735960
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