Exotic passport options
From MaRDI portal
Recommendations
Cited in
(11)- The valuation of American passport options: a viscosity solution approach
- Pricing European passport option with radial basis function
- Viscosity solutions of integro-differential equations and passport options in a jump-diffusion model
- scientific article; zbMATH DE number 1642345 (Why is no real title available?)
- THE END-OF-THE-YEAR BONUS: HOW TO OPTIMALLY REWARD A TRADER?
- scientific article; zbMATH DE number 1310349 (Why is no real title available?)
- Various passport options and their valuation
- CLA's, PLA's and a new method for pricing general passport options
- Viscosity solutions of HJB equations arising from the valuation of European passport options
- An efficient and robust computational approach to passport option pricing PDEs
- Pricing and estimates of Greeks for passport option: A three time level approach
This page was built for publication: Exotic passport options
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1000482)