On the valuation of derivatives with snapshot reset features
Year of publication: |
2008
|
---|---|
Authors: | Yu, Eric C. K. ; Shaw, William T. |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 11.2008, 8, p. 905-941
|
Subject: | Wertpapier | Securities | Optionspreistheorie | Option pricing theory |
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