The pricing of dual-expiry exotics
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Publication:4647600
DOI10.1088/1469-7688/4/1/009zbMath1405.91596MaRDI QIDQ4647600
Publication date: 15 January 2019
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1088/1469-7688/4/1/009
91G80: Financial applications of other theories
91G20: Derivative securities (option pricing, hedging, etc.)
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Cites Work