Unifying exotic option closed formulars
Year of publication: |
2012
|
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Authors: | Veiga, Carlos ; Wystup, Uwe ; Esquível, Manuel L. |
Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 15.2012, 2, p. 99-128
|
Subject: | Exotic options | Mountain range | Discrete lookback | Closed formula | Payoff language | Multi-asset multi-currency model | Optionspreistheorie | Option pricing theory |
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Unifying exotic option closed formulas
Esquível, Manuel L., (2010)
-
Unifying exotic option closed formulas
Esquível, Manuel L., (2010)
-
Unifying exotic option closed formulas
Veiga, Carlos, (2012)
- More ...
-
Unifying exotic option closed formulas
Esquível, Manuel L., (2010)
-
Unifying exotic option closed formulas
Esquível, Manuel L., (2010)
-
Unifying exotic option closed formulas
Esquível, Manuel L., (2010)
- More ...