Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Estevão Rosalino"'
Publikováno v:
Applied Stochastic Models in Business and Industry. 34:499-512
European options are a significant financial product. Barrier options, in turn, are European options with a barrier constraint. The investor may pay less buying the barrier option obtaining the same result as that of the European option whenever the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b126cfeb81ae4d635ee114cae186e622
https://doi.org/10.1002/asmb.2316
https://doi.org/10.1002/asmb.2316
Publikováno v:
CDC
We obtain closed-form expressions for the exact no-arbitrage prices, as well as estimates, of some types of multivariate barrier options. A novelty for the estimates is that we combine ideas of convex analysis with tools of stochastic theory. The com
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::89edd27089321a4278f33e5421226e49
https://doi.org/10.1109/cdc.2017.8264106
https://doi.org/10.1109/cdc.2017.8264106
Publikováno v:
TEMA (São Carlos). 16:61
Focus, in the past four decades, has been obtaining closed-form expressions for the no-arbitrage prices and hedges of modified versions of the Europeanoptions, allowing the dynamic of the underlying assets to have non-constant pa-rameters.In this pap
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9fde229b0765712f238c51bf6646b7bc
https://doi.org/10.5540/tema.2015.016.01.0061
https://doi.org/10.5540/tema.2015.016.01.0061