HOLDER-EXTENDIBLE EUROPEAN OPTION: CORRECTIONS AND EXTENSIONS (Q5500782)
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scientific article; zbMATH DE number 6471839
Language | Label | Description | Also known as |
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English | HOLDER-EXTENDIBLE EUROPEAN OPTION: CORRECTIONS AND EXTENSIONS |
scientific article; zbMATH DE number 6471839 |
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HOLDER-EXTENDIBLE EUROPEAN OPTION: CORRECTIONS AND EXTENSIONS (English)
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10 August 2015
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exotic options
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extendible maturities
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holder-extendible option
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geometric Brownian motion
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