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Valuation and Parities for Exchange Options - MaRDI portal

Valuation and Parities for Exchange Options (Q5250041)

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scientific article; zbMATH DE number 6435984
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English
Valuation and Parities for Exchange Options
scientific article; zbMATH DE number 6435984

    Statements

    title
    Valuation and Parities for Exchange Options (English)
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    publication date
    15 May 2015
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    zbMATH Keywords
    exchange options
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    parities
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    change of numéraire
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    cites work
    Q4778955
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    Q5506186
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    Q4039796
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    Q5294261
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    Q4905685
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    Q5639085
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    Q5533878
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    Identifiers

    DOI
    10.1137/120884973
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    zbMATH DE Number
    6435984
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    OpenAlex ID
    W2109317284
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    arXiv ID
    1206.3220
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