Pages that link to "Item:Q1599129"
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The following pages link to Analysis of pricing American options on the maximum (minimum) of two risk assets (Q1599129):
Displaying 8 items.
- Options on the minimum or the maximum of two average prices (Q375485) (← links)
- Stock loan with automatic termination clause, cap and margin (Q630714) (← links)
- A semi-analytic method for valuing high-dimensional options on the maximum and minimum of multiple assets (Q665717) (← links)
- Valuation of a nonexpiring American option on the maximum of a risky and a riskless asset (Q763508) (← links)
- Making the best of best-of (Q1025611) (← links)
- The valuation of American call options on the minimum of two dividend-paying assets (Q1425482) (← links)
- Pricing variable annuity with surrender guarantee (Q2020572) (← links)
- CHARACTERIZATION OF OPTIMAL STOPPING REGIONS OF AMERICAN ASIAN AND LOOKBACK OPTIONS (Q5472777) (← links)