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The pricing of dual-expiry exotics - MaRDI portal

The pricing of dual-expiry exotics (Q4647600)

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scientific article; zbMATH DE number 7002106
Language Label Description Also known as
English
The pricing of dual-expiry exotics
scientific article; zbMATH DE number 7002106

    Statements

    title
    The pricing of dual-expiry exotics (English)
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    author
    Peter W. Buchen
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    publication date
    15 January 2019
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    zbMATH Keywords
    dual-expiry exotic option pricing
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    partial differential equation
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    Identifiers

    zbMATH DE Number
    7002106
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    OpenAlex ID
    W1984583547
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