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

zbMATH Open1249.91129MaRDI QIDQ3115201FDOQ3115201

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

Publication date: 20 February 2012

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zbMATH Keywords

portfoliohedgingfinancial marketcapitaloption

Mathematics Subject Classification ID

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

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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