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  • Search: subject:"crossing probabilities for piecewise linear boundaries"
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Finanzmathematik 1 Mathematical finance 1 Option pricing theory 1 Option trading 1 Optionsgeschäft 1 Optionspreistheorie 1 Private Altersvorsorge 1 Private retirement provision 1 Probability theory 1 Wahrscheinlichkeitsrechnung 1 barrier options 1 crossing probabilities for piecewise linear boundaries 1 early exercise 1 variable annuities 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Ha, Hongjun 1 Lee, Hangsuck 1 Lee, Minha 1
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The journal of futures markets 1
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Piecewise linear boundary crossing probabilities, barrier options, and variable annuities
Lee, Hangsuck; Ha, Hongjun; Lee, Minha - In: The journal of futures markets 42 (2022) 12, pp. 2248-2272
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