Unifying exotic option closed formulas
| Year of publication: |
2012
|
|---|---|
| Authors: | Veiga, Carlos ; Wystup, Uwe ; Esquível, Manuel |
| Published in: |
Review of Derivatives Research. - Springer. - Vol. 15.2012, 2, p. 99-128
|
| Publisher: |
Springer |
| Subject: | Exotic options | Mountain range | Discrete lookback | Closedformula | Payoff language | Multi-asset multi-currency model |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010989567