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  • Search: subject:"reflecting barrier"
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Subject
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No-negative-equity guarantee 2 Option pricing theory 2 Option trading 2 Optionsgeschäft 2 Optionspreistheorie 2 Put option 2 Reflecting barrier 2 Arbitrage 1 Black-Scholes model 1 Black-Scholes-Modell 1 Bürgschaft 1 Equity release 1 Hypothek 1 Lifetime mortgage 1 Long-term option pricing 1 Mortgage 1 NNEG 1 Reverse mortgage 1 Surety 1 Umkehrhypothek 1
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Online availability
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Free 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2
Author
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Thomas, Guy 1 Thomas, R. Guy 1
Published in...
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries 2
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Long-term option pricing with a lower reflecting barrier
Thomas, Guy - In: Annals of actuarial science : publ. by the Institute of … 17 (2023) 2, pp. 358-384
Persistent link: https://www.econbiz.de/10014320064
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Valuation of no-negative-equity guarantees with a lower reflecting barrier
Thomas, R. Guy - In: Annals of actuarial science : publ. by the Institute of … 15 (2021) 1, pp. 115-143
Persistent link: https://www.econbiz.de/10012505604
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