Options with constant underlying elasticity in strikes (Q812141)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Options with constant underlying elasticity in strikes
scientific article

    Statements

    Options with constant underlying elasticity in strikes (English)
    0 references
    0 references
    0 references
    23 January 2006
    0 references
    exotic options
    0 references
    exercise price uncertainty
    0 references
    nonlinear payoff options
    0 references

    Identifiers