The pricing problem of rainbow barrier options

zbMATH Open1164.91353MaRDI QIDQ3537804FDOQ3537804

Authors: Yang Wang, Jizhou Zhang 

Publication date: 24 November 2008

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zbMATH Keywords

option pricingpartial differential equationrainbow barrier options

Mathematics Subject Classification ID

Cited In (3)

• Pricing rainbow option for uncertain financial market
• PRICING OF RAINBOW OPTIONS: GAME THEORETIC APPROACH
• Mathematical analysis of the two-color partial rainbow options

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