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Valuing of timer path-dependent options - MaRDI portal

Valuing of timer path-dependent options (Q6089609)

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scientific article; zbMATH DE number 7764065
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English
Valuing of timer path-dependent options
scientific article; zbMATH DE number 7764065

    Statements

    title
    Valuing of timer path-dependent options (English)
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    publication date
    13 November 2023
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    zbMATH Keywords
    timer option
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    path-dependent option
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    asymptotic analysis
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    method of images
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    Monte Carlo simulation
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    cites work
    Q5480309
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    Q3075650
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    Q4219085
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    Q3995388
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    Q4905685
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    Q3102961
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    Identifiers

    zbMATH DE Number
    7764065
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