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The market pricing of the lifeboat provision in a closed-end fund - MaRDI portal

The market pricing of the lifeboat provision in a closed-end fund (Q2879020)

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scientific article; zbMATH DE number 6340761
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English
The market pricing of the lifeboat provision in a closed-end fund
scientific article; zbMATH DE number 6340761

    Statements

    The market pricing of the lifeboat provision in a closed-end fund (English)
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    5 September 2014
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    net asset value
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    closed-end fund
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    lifeboat provision
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    Parisian-exchange option
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    trinomial-tree method
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