Variable purchase options

DOI10.1023/A:1011331329906zbMath1274.91413OpenAlexW1536838241MaRDI QIDQ375330

John C. Handley

Publication date: 29 October 2013

Published in: Review of Derivatives Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1011331329906

zbMATH Keywords

optionequity capitalunderwriting

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (4)

Asymptotic Solutions for Australian Options with Low Volatility ⋮ Asian and Australian options: a common perspective ⋮ ON THE VALUATION OF DERIVATIVES WITH SNAPSHOT RESET FEATURES ⋮ Asian options on the harmonic average

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