The British knock-out put option
Luluwah Al-Fagih
| Year of publication: |
2015
|
|---|---|
| Authors: | Al-Fagih, Luluwah |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 18.2015, 2, p. 1-32
|
| Subject: | British option | European/American barrier option | knock-out option | stopped process | arbitrage-free price | British barrier put-call symmetry | liquid/illiquid market | free-boundary problem | nonlinear integral equation | local time-space calculus | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Großbritannien | United Kingdom | Stochastischer Prozess | Stochastic process | Analysis | Mathematical analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011403188