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

MaRDI QIDQ3549463zbMATHFDO

Authors Abdurakhman, Subanar, Suryo Guritno, Zanzawi Soejoeti

Publication date 28 December 2008

Mathematics Subject Classification ID

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

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Cited in

(1)

• The pricing of capped call options with credit risk

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