Valuation of Performance‐Dependent Options (Q3502198)
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scientific article; zbMATH DE number 5278241
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Valuation of Performance‐Dependent Options |
scientific article; zbMATH DE number 5278241 |
Statements
Valuation of Performance‐Dependent Options (English)
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22 May 2008
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option pricing
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multivariate integration
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hyperplane arrangements
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0.888137936592102
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0.7465066313743591
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0.735101580619812
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0.7316303253173828
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