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Chooser options on various underlying options

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Publication:6548302
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DOI10.4134/CKMS.C230148zbMATH Open1537.9133MaRDI QIDQ6548302FDOQ6548302


Authors: Wonjoong Kim, Jinyoung Lee Edit this on Wikidata


Publication date: 1 June 2024

Published in: Communications of the Korean Mathematical Society (Search for Journal in Brave)





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  • It's your choice: a unified approach to chooser options
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  • scientific article; zbMATH DE number 7071390


zbMATH Keywords

power optionexchange optionchooser optionchooser exchange optionchooser power option


Mathematics Subject Classification ID

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


Cites Work

  • The pricing of options and corporate liabilities
  • Pricing and hedging power options
  • The pricing of dual-expiry exotics
  • It's your choice: a unified approach to chooser options






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