It's your choice: a unified approach to chooser options (Q3560085)
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scientific article; zbMATH DE number 5709678
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | It's your choice: a unified approach to chooser options |
scientific article; zbMATH DE number 5709678 |
Statements
IT'S YOUR CHOICE: A UNIFIED APPROACH TO CHOOSER OPTIONS (English)
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19 May 2010
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option pricing and hedging
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interest rate risk
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exchange rate risk
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change of numeraire
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0.8098114132881165
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0.7969059944152832
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0.7717602252960205
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0.7705072164535522
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