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On the multidimensional Black-Scholes partial differential equation
Guillaume, Tristan - In: Decision making and risk/return optimization in …, (pp. 229-251). 2019
Persistent link: https://www.econbiz.de/10012134802
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Pricing multiasset time-varying double-barrier options with time-dependent parameters
Lyuu, Yuh-dauh; Zhang, Yu-Quan - In: The journal of futures markets 43 (2023) 3, pp. 404-434
Persistent link: https://www.econbiz.de/10014293107
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Making the best of best-of
Guillaume, Tristan - In: Review of derivatives research 11 (2008) 1/2, pp. 1-39
Persistent link: https://www.econbiz.de/10003829528
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The valuation of forward-start rainbow options
Chen, Chun-Ying; Wang, Hsiao-Chuan; Wang, Jr-Yan - In: Review of derivatives research 18 (2015) 2, pp. 145-188
Persistent link: https://www.econbiz.de/10011477296
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Rainbow trend options : valuation and applications
Wang, Jr-Yan; Wang, Hsiao-Chuan; Ko, Yi-Chen; Hung, Mao-Wei - In: Review of derivatives research 20 (2017) 2, pp. 91-133
Persistent link: https://www.econbiz.de/10011935970