Valuation of options on the maximum-minimum of multiple assets, discrete lookback options and equity-indexed annuities
X. Sheldon Lin
| Year of publication: |
2000
|
|---|---|
| Authors: | Lin, X. Sheldon |
| Published in: |
Finance : revue de l'Association Française de Finance. - Grenoble : Presses Universitaires de Grenoble, ISSN 0752-6180, ZDB-ID 614796-3. - Vol. 20.1999, 2, p. 95-114
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| Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Optionsanleihe | Warrant bond | Indexanleihe | Index-linked bond | Theorie | Theory | EU-Staaten | EU countries | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zsfassung in franz. Sprache In: Finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
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