Publication:4224351
From MaRDI portal
zbMath0934.91030MaRDI QIDQ4224351
Publication date: 12 January 1999
Asian options; barrier options; path dependent options; lookback options; correlation/multiassets options; exotic equity options; hedging exotic options; standard options
62P05: Applications of statistics to actuarial sciences and financial mathematics
91-02: Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance
91G20: Derivative securities (option pricing, hedging, etc.)
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