The following pages link to Exotic passport options (Q1000482):
Displaying 8 items.
- Viscosity solutions of HJB equations arising from the valuation of European passport options (Q622505) (← links)
- Pricing and estimates of Greeks for passport option: A three time level approach (Q729847) (← links)
- The valuation of American passport options: a viscosity solution approach (Q1730402) (← links)
- Pricing European passport option with radial basis function (Q1791773) (← links)
- Viscosity solutions of integro-differential equations and passport options in a jump-diffusion model (Q2247919) (← links)
- THE END-OF-THE-YEAR BONUS: HOW TO OPTIMALLY REWARD A TRADER? (Q3022044) (← links)
- Various passport options and their valuation (Q4541582) (← links)
- CLA’s, PLA’s and a new method for pricing general passport options (Q5245459) (← links)