Showing 1 - 7 of 7
Persistent link: https://www.econbiz.de/10005028462
Persistent link: https://www.econbiz.de/10001020787
Persistent link: https://www.econbiz.de/10005028467
Persistent link: https://www.econbiz.de/10000419745
Persistent link: https://www.econbiz.de/10008860419
Persistent link: https://www.econbiz.de/10003696483
We propose a unified framework for the pricing and hedging of chooser options on lognormal assets. This includes e.g. exchange or inflation rates under stochastic interest rates or equities under stochastic interest rates and dividend yields. This extends and includes chooser options under...
Persistent link: https://www.econbiz.de/10013142492