RANDOM TIME FORWARD-STARTING OPTIONS (Q2953302)

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RANDOM TIME FORWARD-STARTING OPTIONS
scientific article

    Statements

    title
    RANDOM TIME FORWARD-STARTING OPTIONS (English)
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    author
    Fabio Antonelli
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    Alessandro Ramponi
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    Sergio Scarlatti
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    publication date
    4 January 2017
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    zbMATH Keywords
    random times
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    forward-starting options
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    cliquets options
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    CVA
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    Identifiers

    zbMATH DE Number
    6670220
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    arXiv ID
    1504.03552
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    OpenAlex ID
    W3121777978
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