Options with constant underlying elasticity in strikes (Q812141)

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Options with constant underlying elasticity in strikes
scientific article

    Statements

    title
    Options with constant underlying elasticity in strikes (English)
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    author
    Lloyd P. Blenman
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    Steven P. Clark
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    publication date
    23 January 2006
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    zbMATH Keywords
    exotic options
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    exercise price uncertainty
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    nonlinear payoff options
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    Identifiers

    zbMATH DE Number
    5000222
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    OpenAlex ID
    W2067827811
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