Exotic European options with restrictions on the payoffs

DOI10.1134/S0005117910090092zbMath1214.91110OpenAlexW2003859845MaRDI QIDQ544689

E. A. Pan'shina, N. S. Demin, U. V. Andreeva, A. V. Erlykova

Publication date: 16 June 2011

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0005117910090092

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Portfolio theory (91G10)

Cites Work

• The Pricing of Options and Corporate Liabilities
• Option pricing: A simplified approach

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