Option Pricing
DOI10.1007/978-3-540-71297-8_26zbMATH Open1178.91197OpenAlexW4233312477MaRDI QIDQ3646973FDOQ3646973
Authors: Jan Kallsen 
Publication date: 27 November 2009
Published in: Handbook of Financial Time Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-540-71297-8_26
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Derivative securities (option pricing, hedging, etc.) (91G20) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Financial applications of other theories (91G80)
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- Pricing Options With Curved Boundaries1
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