Mathematical analysis of the two-color partial rainbow options (Q5312745)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 2198834
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Mathematical analysis of the two-color partial rainbow options |
scientific article; zbMATH DE number 2198834 |
Statements
Mathematical analysis of the two-color partial rainbow options (English)
0 references
25 August 2005
0 references
option pricing
0 references
Black-Schole's formulae
0 references
integral representation
0 references
0.7558329701423645
0 references
0.7517886161804199
0 references
0.7461897730827332
0 references
0.7139027714729309
0 references
