ANALYTICAL VALUATION OF VULNERABLE OPTIONS IN A DISCRETE-TIME FRAMEWORK

E-ISSN： 1469-8951|31|1|100-120

ISSN： 0269-9648

Source： Probability in the Engineering and Informational Sciences, Vol.31, Iss.1, 2016-09, pp. : 100-120

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

Related content

Asymptotics for the discrete-time average of the geometric Brownian motion and Asian options

Advances in Applied Probability, Vol. 49, Iss. 2, 2017-06 ,pp. : 446-480

Cambridge University Press

Access to resources Recommend Favorite

Simple discrete-time malarial models

By Li Jia

Journal of Difference Equations and Applications, Vol. 19, Iss. 4, 2013-04 ,pp. : 649-666

Taylor & Francis Ltd

Access to resources Recommend Favorite

On -limit Sets of Discrete-time Dynamical Systems

By Kempf R.

Journal of Difference Equations and Applications, Vol. 8, Iss. 12, 2002-01 ,pp. : 1121-1131

Taylor & Francis Ltd

Access to resources Recommend Favorite

An inverse optimal problem in discrete-time stochastic control

By González-Sánchez David Hernández-Lerma Onésimo

Journal of Difference Equations and Applications, Vol. 19, Iss. 1, 2013-01 ,pp. : 39-53

Taylor & Francis Ltd

Access to resources Recommend Favorite

On multidimensional discrete-time Beverton-Holt competition models

By Chow Yunshyong Hsieh June

Journal of Difference Equations and Applications, Vol. 19, Iss. 3, 2013-03 ,pp. : 491-506

Taylor & Francis Ltd

Access to resources Recommend Favorite