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Various passport options and their valuation
Ahn, Hyungsok; Penaud, Antony; Wilmott, Paul - In: Applied mathematical finance 6 (1999) 4, pp. 275-292
Persistent link: https://www.econbiz.de/10001517817
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Exotic passport options
Penaud, Antony; Wilmott, Paul; Ahn, Hyungsok - In: Asia-Pacific financial markets 6 (1999) 2, pp. 171-182
Persistent link: https://www.econbiz.de/10001449321
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On trading American options
Ahn, Hyungsok; Wilmott, Paul - 1999
Persistent link: https://www.econbiz.de/10009581675
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Various passport options and their valuation
Ahn, Hyungsok; Penaud, Antony; Wilmott, Paul - 1999
Persistent link: https://www.econbiz.de/10009582831