Non-automatically exercised (NAE) European capped call pricing theory

zbMATH Open1152.62384MaRDI QIDQ3549463FDOQ3549463

Authors: Abdurakhman, Subanar, Suryo Guritno, Zanzawi Soejoeti 

Publication date: 28 December 2008

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Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (1)

• The pricing of capped call options with credit risk

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