Generalization of an integral option
From MaRDI portal
Recommendations
- A generalized option pricing model
- A generalization of the Geske formula for compound options
- scientific article; zbMATH DE number 796444
- On the option pricing for a generalization of the binomial model
- The integral option in a model with jumps
- A generalization of exotic options pricing formulae
- A generalization of option pricing to price-limit markets
This page was built for publication: Generalization of an integral option
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1278154)