Options with constant underlying elasticity in strikes (Q812141)
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scientific article; zbMATH DE number 5000222
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Options with constant underlying elasticity in strikes |
scientific article; zbMATH DE number 5000222 |
Statements
Options with constant underlying elasticity in strikes (English)
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23 January 2006
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exotic options
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exercise price uncertainty
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nonlinear payoff options
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0.701777458190918
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0.6893632411956787
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0.6775456070899963
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0.6769471764564514
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0.675559401512146
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