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~isPartOf:"Mathematics and financial economics"
~person:"Chang, Chuang-chang"
~person:"Lee, Hangsuck"
~person:"Perrakis, Stylianos"
~person:"Voukelatos, Nikolaos"
~person:"Zhang, Jin E."
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Esscher transform
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Exchange options
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Insurance guaranty premiums
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Multi-step barrier
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Option pricing
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Option pricing theory
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Chang, Chuang-chang
Lee, Hangsuck
Perrakis, Stylianos
Voukelatos, Nikolaos
Zhang, Jin E.
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Mathematics and financial economics
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24th Australasian Finance and Banking Conference 2011 Paper
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European financial management : the journal of the European Financial Management Association
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Insurance guaranty premiums and exchange options
Lee, Hangsuck
;
Song, Seongjoo
;
Lee, Gaeun
- In:
Mathematics and financial economics
17
(
2023
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10014226252
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