Variable purchase options

DOI10.1023/A:1011331329906zbMATH Open1274.91413OpenAlexW1536838241MaRDI QIDQ375330FDOQ375330

Authors: John C. Handley 

Publication date: 29 October 2013

Published in: Review of Derivatives Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1011331329906

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zbMATH Keywords

equity capitaloptionunderwriting

Mathematics Subject Classification ID

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

Cited In (8)

• Fixed-income average options: a pricing approach based on Gaussian mean-reverting cyclical models
• Asian options on the harmonic average
• ON THE VALUATION OF DERIVATIVES WITH SNAPSHOT RESET FEATURES
• Valuing callable and putable revenue-performance-linked project backed securities
• Asymptotic solutions for Australian options with low volatility
• Asian and Australian options: a common perspective
• A novel state-transition forest: pricing corporate securities with intertemporal exercise policies and corresponding capital structure changes
• MULTIPLE RESCINDABLE OPTIONS AND THEIR PRICING

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