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The valuation of forward-start rainbow options - MaRDI portal

The valuation of forward-start rainbow options (Q2353850)

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The valuation of forward-start rainbow options
scientific article

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    title
    The valuation of forward-start rainbow options (English)
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    author
    Chun-Ying Chen
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    Jr-Yan Wang
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    Hsiao-chuan Wang
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    publication date
    9 July 2015
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    zbMATH DE Number
    6457015
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    zbMATH Keywords
    discrete-sampling path-dependent option
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    rainbow option
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    forward-start option
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    reset option
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    lookback option
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    OpenAlex ID
    W2138466119
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