Pricing of extension of European exchange options under Esscher transforms (Q5260202)
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scientific article; zbMATH DE number 6453600
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Pricing of extension of European exchange options under Esscher transforms |
scientific article; zbMATH DE number 6453600 |
Statements
29 June 2015
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generalized exchange option
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compound exchange option
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barrier exchange option
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traffic-light option
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Esscher transform
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0.830879271030426
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0.7906233072280884
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0.7705789804458618
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0.7657166123390198
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0.765562117099762
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