Pricing Multi-Asset Options With an External Barrier

International Journal of Theoretical and Applied Finance - Singapore
doi 10.1142/s021902499800028x
Full Text
Abstract

Available in full text

Date
Authors
Publisher

World Scientific Pub Co Pte Lt

Related search

An Asset-Pricing View of External Adjustment

Journal of International Economics
EconomicsEconometricsFinance
2010English

An Asset-Pricing View of External Adjustment

SSRN Electronic Journal
2008English

Multi-Criteria Classification for Pricing European Options

Studies in Nonlinear Dynamics and Econometrics
EconomicsSocial SciencesAnalysisEconometrics
2015English

An Equilibrium Asset Pricing Model With Labor Market Search

2012English

Pricing Early-Exercise and Discrete Barrier Options by Shannon Wavelet Expansions

SSRN Electronic Journal
2015English

International Asset Pricing With Recursive Preferences

Journal of Finance
AccountingEconomicsEconometricsFinance
2013English

Pricing of Margrabe Options for Large Investors With Application to Asset-Liability Management in Life Insurance

Journal of Mathematical Finance
2014English

Pricing Vulnerable Options With Copulas

SSRN Electronic Journal
2002English

Testing Habits in an Asset Pricing Model

SSRN Electronic Journal
2010English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy