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Effects of callable feature on early exercise policy
Kwok, Yue-Kuen; Wu, Lixin - In: Review of derivatives research 4 (2000) 2, pp. 189-211
Persistent link: https://www.econbiz.de/10001566802
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Sub-replication and replenishing premium : efficient pricing of multi-state lookbacks
Wong, Hoi Ying; Kwok, Yue-Kuen - In: Review of derivatives research 6 (2003) 2, pp. 83-106
Persistent link: https://www.econbiz.de/10001857529
Cover Image
Effects of Callable Feature on Early Exercise Policy
Kwok, Yue Kuen; Wu, Lixin - In: Review of derivatives research 4 (2000) 2, pp. 189
Persistent link: https://www.econbiz.de/10005953381
Cover Image
Sub-Replication and Replenishing Premium: Efficient Pricing of Multi-State Lookbacks
Wong, Hoi Ying; Kwok, Yue Kuen - In: Review of derivatives research 6 (2003) 2, pp. 83-106
Persistent link: https://www.econbiz.de/10005931515