Generalized two-barrier proportional step options
Year of publication: |
2023
|
---|---|
Authors: | Li, Xin |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 51.2023, p. 1-13
|
Subject: | Exponential spectrally negative Lévy processes | Generalized two-barrier occupation times | Generalized two-barrier proportional step options | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection |
-
Zhao, Hui, (2012)
-
Adam, Michael, (2001)
-
Some new aspects of optimal portfolios and option pricing
Krekel, Martin, (2003)
- More ...
-
Optimal mean reversion trading : mathematical analysis and practical applications
Leung, Tim, (2016)
-
Hijazi, Ihab Hamzi, (2016)
-
Distance and the completion of Chinese cross-border mergers and acquisitions
Dong, Lijun, (2019)
- More ...