Valuation of segregated funds: shout options with maturity extensions. (Q1413278)
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scientific article; zbMATH DE number 2003989
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of segregated funds: shout options with maturity extensions. |
scientific article; zbMATH DE number 2003989 |
Statements
Valuation of segregated funds: shout options with maturity extensions. (English)
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16 November 2003
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Maturity guarantees
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Option pricing
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Linear complementarity
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