Unifying exotic option closed formulas.
- Published in:
- Review of Derivatives Research, 2012, v. 15, n. 2, p. 99, doi. 10.1007/s11147-011-9071-8
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- Publication type:
- Article
Works matching IS 13806645 AND DT 2012 AND VI 15 AND IP 2
Results: 3
1
2
Equilibrium exercise of European warrants.
- Published in:
- Review of Derivatives Research, 2012, v. 15, n. 2, p. 129, doi. 10.1007/s11147-011-9072-7
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- Publication type:
- Article
3
Analytical pricing of American options.
- Published in:
- Review of Derivatives Research, 2012, v. 15, n. 2, p. 157, doi. 10.1007/s11147-011-9073-6
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- Publication type:
- Article