✦ LIBER ✦

A remark on static hedging of options written on the last exit time

✍ Scribed by Yuri Imamura

Publisher: Springer US
Year: 2010
Tongue: English
Weight: 192 KB
Volume: 14
Category: Article
ISSN: 1380-6645
DOI: 10.1007/s11147-010-9059-9

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On the Pricing of Options Written on the

On the Pricing of Options Written on the Last Exit Time

✍ Jirô Akahori; Yuri Imamura; Yuko Yano 📂 Article 📅 2008 🏛 Springer US 🌐 English ⚖ 287 KB

On the last exit time and the number of

On the last exit time and the number of exits of partial sums over a moving boundary

✍ Ralph P. Russo 📂 Article 📅 1988 🏛 Elsevier Science 🌐 English ⚖ 282 KB

A remark on the time complexity of the s

A remark on the time complexity of the subtree problem

✍ M. Stadel 📂 Article 📅 1978 🏛 Springer Vienna 🌐 English ⚖ 257 KB

Remarks on the saturation of superconver

Remarks on the saturation of superconvergence relations in a static model

✍ S. Aramaki 📂 Article 📅 1968 🏛 Springer-Verlag ⚖ 179 KB

A note on the valuation of an exotic tim

A note on the valuation of an exotic timing option

✍ Bellalah, Mondher; Prigent, Jean-Luc 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 128 KB 👁 2 views

This note compares the valuation of a "lookback" put option with that of an option which, at payoff, gives its holder the difference between the maximum value recorded during the option's life and an initial value based on underlying asset price at the time of initiation. This latter instrument is c

A few remarks on the kinetics of static

A few remarks on the kinetics of static grain growth in rocks

✍ B. Evans; J. Renner; G. Hirth 📂 Article 📅 2001 🏛 Springer 🌐 English ⚖ 395 KB