Exotic derivatives and risk. Theory, extensions and applications. With foreword by Harry M. Markowitz. (Q3549429)
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scientific article; zbMATH DE number 5480815
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| English | Exotic derivatives and risk. Theory, extensions and applications. With foreword by Harry M. Markowitz. |
scientific article; zbMATH DE number 5480815 |
Statements
22 December 2008
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asset pricing
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option pricing
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derivatives
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exotic
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lookback
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Asian options
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credit risk
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default risk
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discrete-time setting
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continuous-time setting
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0.8030115962028503
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0.8000290393829346
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