Path-dependent game options : a lookback case
Peidong Guo; Qihong Chen; Xicai Guo; Yue Fang
| Year of publication: |
2014
|
|---|---|
| Authors: | Guo, Peidong ; Chen, Qihong ; Guo, Xicai ; Fang, Yue |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 17.2014, 1, p. 113-124
|
| Subject: | American options | Lookback game options | Callable feature | Path dependent | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Suchtheorie | Search theory | Spieltheorie | Game theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010519293