Edokko options: a new framework of barrier options (Q1425573)
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scientific article; zbMATH DE number 2059644
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Edokko options: a new framework of barrier options |
scientific article; zbMATH DE number 2059644 |
Statements
Edokko options: a new framework of barrier options (English)
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17 March 2004
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\(\alpha\)-percentile option
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barrier option
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Black-Scholes model
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delayed barrier option
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Edokko option
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option pricing
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Parisian option
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0.8606872
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0.84785724
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0.84259605
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0.8398948
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0.83664906
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0.83423007
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