scientific article; zbMATH DE number 7080983

DOI10.4134/BKMS.B180245zbMath1417.91507MaRDI QIDQ4968642

Youngrok Lee, Jaesung Lee

Publication date: 16 July 2019

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

power optionclosed-form expressionquanto optionsymmetric typequanto measure

Mathematics Subject Classification ID

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

Cites Work

• The Pricing of Options and Corporate Liabilities
• Mathematical models of financial derivatives
• Pricing and hedging power options
• LOCAL VOLATILITY FOR QUANTO OPTION PRICES WITH STOCHASTIC INTEREST RATES

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