Pricing maximum-minimum bidirectional options in trinomial CEV model
نویسندگان
چکیده
منابع مشابه
Pricing maximum-minimum bidirectional options in trinomial CEV model
Precios de opciones bidireccionales máximas-mínimas en el modelo ECV trinomial Códigos JEL: C14 F17 Palabras clave: Modelo ECV trinomial Algoritmo recursivo Opciones bidireccionales máximas-mínimas r e s u m e n Las opciones bidireccionales máximas-mínimas son un tipo de opciones exóticas dependientes de la trayectoria. En el modelo de elasticidad constante de la varianza (ECV), se estructuró u...
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ژورنال
عنوان ژورنال: Journal of Economics, Finance and Administrative Science
سال: 2016
ISSN: 2077-1886
DOI: 10.1016/j.jefas.2016.06.001