Chooser options on various underlying options

DOI10.4134/CKMS.C230148zbMATH Open1537.9133MaRDI QIDQ6548302FDOQ6548302

Authors: Wonjoong Kim, Jinyoung Lee 

Publication date: 1 June 2024

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

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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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