valuation of options on joint minima and maxima

Author: Guillaume Tristan  

Publisher: Routledge Ltd

ISSN: 1466-4313

Source: Applied Mathematical Finance, Vol.8, Iss.4, 2001-12, pp. : 209-233

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract