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Publication:3549429
zbMath1169.91004MaRDI QIDQ3549429
Publication date: 22 December 2008
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
asset pricingoption pricingderivativescredit riskAsian optionsdefault riskdiscrete-time settingexoticlookbackcontinuous-time setting
Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Derivative securities (option pricing, hedging, etc.) (91G20) Credit risk (91G40)
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