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Chooser options on various underlying options - MaRDI portal

Chooser options on various underlying options

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Publication:6548302

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DOI10.4134/ckms.c230148zbMath1537.9133MaRDI QIDQ6548302

Wonjoong Kim, Jinyoung Lee

Publication date: 1 June 2024

Published in: Communications of the Korean Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

power option exchange option chooser option chooser exchange option chooser power option

Mathematics Subject Classification ID

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

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