Asymptotic Analysis of Shout Options Close to Expiry
نویسندگان
چکیده
منابع مشابه
Installment Options Close to Expiry
In the last thirty years, there has been a dramatic growth in the trading of options, which are contracts between two parties giving one party the right but not the obligation to partake in a financial transaction with the other party at or before a specified date in the future. The majority of options involve the right to buy or sell an underlying asset at a prescribed price, known as the stri...
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ژورنال
عنوان ژورنال: ISRN Applied Mathematics
سال: 2014
ISSN: 2090-5572
DOI: 10.1155/2014/920385