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zbMath0994.91022MaRDI QIDQ2741101

Mark H. A. Davis, Robert G. Tompkins, Walter Schachermayer

Publication date: 18 November 2001

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

hedging strategies European option pricing bounds installments

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

Related Items (3)

Installment options close to expiry ⋮ The pricing of dual-expiry exotics ⋮ Unnamed Item

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