THE BRITISH KNOCK-OUT PUT OPTION (Q5249750)
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scientific article; zbMATH DE number 6435232
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE BRITISH KNOCK-OUT PUT OPTION |
scientific article; zbMATH DE number 6435232 |
Statements
THE BRITISH KNOCK-OUT PUT OPTION (English)
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11 May 2015
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British option
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European/American barrier option
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knock-out option
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stopped process
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arbitrage-free price
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British barrier put-call symmetry
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liquid/illiquid market
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free-boundary problem
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nonlinear integral equation
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local time-space calculus
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