Variable purchase options

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

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

zbMATH Keywords

equity capitaloptionunderwriting

Mathematics Subject Classification ID

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

Cited In (6)

• 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
• Asian and Australian options: a common perspective
• MULTIPLE RESCINDABLE OPTIONS AND THEIR PRICING
• Asymptotic Solutions for Australian Options with Low Volatility

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