Author: Consigli Giorgio Iaquinta Gaetano Moriggia Vittorio
Publisher: Routledge Ltd
ISSN: 1469-7688
Source: Quantitative Finance, Vol.12, Iss.8, 2012-08, pp. : 1265-1281
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Path-dependent game options: a lookback case
By Guo Peidong Chen Qihong Guo Xicai Fang Yue
Review of Derivatives Research, Vol. 17, Iss. 1, 2014-04 ,pp. :
Optimal Bonus Scales Under Path-Dependent Bonus Rules
By Centeno M.d.L. Silva J.M.A. E
Scandinavian Actuarial Journal, Vol. 2002, Iss. 2, 2002-04 ,pp. :
A new sampling strategy willow tree method with application to path-dependent option pricing
By Xu Wei
Quantitative Finance, Vol. 13, Iss. 6, 2013-06 ,pp. :
Cash management using multi-stage stochastic programming
By Ferstl Robert Weissensteiner Alex
Quantitative Finance, Vol. 10, Iss. 2, 2010-02 ,pp. :