Random time forward-starting options
Year of publication: |
December 2016
|
---|---|
Authors: | Antonelli, Fabio ; Ramponi, A. ; Scarlatti, S. |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 19.2016, 8, p. 1-25
|
Subject: | Random times | forward-starting options | cliquets options | CVA | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Optionsgeschäft | Option trading |
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