The following pages link to PASSPORT OPTIONS (Q4419297):
Displaying 10 items.
- Generalisation of Hajek's stochastic comparison results to stochastic sums (Q507680) (← links)
- Minimum return guarantees with fund switching rights -- an optimal stopping problem (Q658637) (← links)
- Pricing and estimates of Greeks for passport option: A three time level approach (Q729847) (← links)
- Some properties of Legendre polynomials and an approximate solution of the Black-Scholes equation governing option pricing (Q901881) (← links)
- The duality of optimal exercise and domineering claims: a Doob–Meyer decomposition approach to the Snell envelope (Q3429332) (← links)
- Various passport options and their valuation (Q4541582) (← links)
- The spectral representation of Bessel processes with constant drift: applications in queueing and finance (Q4819461) (← links)
- CONTINUOUSLY CONTROLLED OPTIONS: DERIVATIVES WITH ADDED FLEXIBILITY (Q4916240) (← links)
- Options on a traded account: symmetric treatment of the underlying assets (Q5215436) (← links)
- CLA’s, PLA’s and a new method for pricing general passport options (Q5245459) (← links)
