The valuation of forward-start rainbow options
Chun-Ying Chen, Hsiao-Chuan Wang, Jr-Yan Wang
| Year of publication: |
July 2015
|
|---|---|
| Authors: | Chen, Chun-Ying ; Wang, Hsiao-Chuan ; Wang, Jr-Yan |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 18.2015, 2, p. 145-188
|
| Subject: | Discrete-sampling path-dependent option | Rainbow option | Forward-start option | Reset option | Lookback option | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
| Description of contents: | Description [link.springer.com] |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Erratum enthalten in: volume 18, number 2, July 2015, Seite 189 |
| Other identifiers: | 10.1007/s11147-014-9105-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011477296