The market pricing of the lifeboat provision in a closed-end fund (Q2879020)
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scientific article; zbMATH DE number 6340761
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| default for all languages | No label defined |
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| English | The market pricing of the lifeboat provision in a closed-end fund |
scientific article; zbMATH DE number 6340761 |
Statements
The market pricing of the lifeboat provision in a closed-end fund (English)
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5 September 2014
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net asset value
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closed-end fund
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lifeboat provision
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Parisian-exchange option
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trinomial-tree method
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0.7384006381034851
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0.633497953414917
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0.6310337781906128
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0.6302094459533691
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