A closed-form approximation for pricing geometric Istanbul options
Mohamed Amine Kacef, Kamal Boukhetala
| Year of publication: |
2020
|
|---|---|
| Authors: | Kacef, Mohamed Amine ; Boukhetala, Kamal |
| Published in: |
International journal of revenue management : IJRM. - Olney, Bucks : Inderscience Enterprises, ISSN 1741-8186, ZDB-ID 2260557-5. - Vol. 11.2020, 4, p. 297-315
|
| Subject: | options pricing | geometric Istanbul options | GIOs | first hitting time | closed-form approximation | Monte Carlo simulation | Optionspreistheorie | Option pricing theory | Monte-Carlo-Simulation | Optionsgeschäft | Option trading | Derivat | Derivative | Statistische Verteilung | Statistical distribution |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJRM.2020.110631 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012521669