Edokko options: a new framework of barrier options
type: Item
instance of: scholarly article
title: Edokko options: a new framework of barrier options
zbMATH Open document ID: 1056.91030
DOI: 10.1023/A:1022294204470
author: Takahiko Fujita
author: Ryozo Miura
published in: Asia-Pacific Financial Markets
publication date: 2004-03-17T00:00:00Z
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 2059644
zbMATH Keywords: \(\alpha\)-percentile option
zbMATH Keywords: barrier option
zbMATH Keywords: Black-Scholes model
zbMATH Keywords: delayed barrier option
zbMATH Keywords: Edokko option
zbMATH Keywords: option pricing
zbMATH Keywords: Parisian option
MaRDI profile type: Publication
full work available at URL: a:1022294204470
OpenAlex ID: W2109534113
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description: scientific article; zbMATH DE number 2059644