Chooser options on various underlying options

DOI10.4134/CKMS.C230148MaRDI QIDQ6548302zbMATH OpenFDO

Authors Wonjoong Kim, Jinyoung Lee

Publication date 1 June 2024

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

zbMATH Keywords

power optionexchange optionchooser optionchooser exchange optionchooser power option

Mathematics Subject Classification ID

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

Recommendations

• It's your choice: a unified approach to chooser options
• American chooser options
• An actuarial approach to pricing of chooser options
• Pricing chooser options under Lévy jump-diffusion processes
• scientific article; zbMATH DE number 7071390

Cites work

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

This page was built for publication: Chooser options on various underlying options

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6548302)