A study of a type of exotic options in the presence of inflow and outflow of capital in the binomial model of the financial (B, S)-market

MaRDI QIDQ3115201zbMATH OpenFDO

Authors N. S. Demin, A. V. Erlykova, E. A. Pan'shina

Publication date 20 February 2012

zbMATH Keywords

portfoliohedgingfinancial marketcapitaloption

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

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Cited in

(2)

• Exotic European options with restrictions on the payoffs
• Determination of the own funds requirements for the risk of binary options

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