Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Souleymane Laminou Abdou"'
Publikováno v:
European Journal of Operational Research
European Journal of Operational Research, 2020, 282 (1), pp.363-385. ⟨10.1016/j.ejor.2019.09.009⟩
European Journal of Operational Research, Elsevier, 2020, 282 (1), pp.363-385. ⟨10.1016/j.ejor.2019.09.009⟩
European Journal of Operational Research, 2020, 282 (1), pp.363-385. ⟨10.1016/j.ejor.2019.09.009⟩
European Journal of Operational Research, Elsevier, 2020, 282 (1), pp.363-385. ⟨10.1016/j.ejor.2019.09.009⟩
International audience; This paper examines the valuation of American knock-out and knock-in step options. The structures of the immediate exercise regions of the various contracts are identified. Typical properties of American vanilla calls, such as
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::411c986956d315d94abb4f77aab8392c
https://shs.hal.science/halshs-02283374/file/Detemple_LaminouAbdou_Moraux_2019_American_Step_Options.pdf
https://shs.hal.science/halshs-02283374/file/Detemple_LaminouAbdou_Moraux_2019_American_Step_Options.pdf
Publikováno v:
Journal of Banking and Finance
Journal of Banking and Finance, Elsevier, 2016, 62, pp.112-125. ⟨10.1016/j.jbankfin.2015.10.003⟩
Journal of Banking and Finance, 2016, 62, pp.112-125. ⟨10.1016/j.jbankfin.2015.10.003⟩
Journal of Banking and Finance, Elsevier, 2016, 62, pp.112-125. ⟨10.1016/j.jbankfin.2015.10.003⟩
Journal of Banking and Finance, 2016, 62, pp.112-125. ⟨10.1016/j.jbankfin.2015.10.003⟩
International audience; This paper introduces variants of strangles, called Euro-American or hybrid strangles, and it promotes a new numerical pricing technique. We highlight and compare the properties of European, American, and hybrid strangles with
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7f7ae30a7ed631cdb0d39d3eee8b4081
https://halshs.archives-ouvertes.fr/halshs-01242610/document
https://halshs.archives-ouvertes.fr/halshs-01242610/document
Publikováno v:
30th International French Finance Association conference (AFFI)
30th International French Finance Association conference (AFFI), May 2013, Lyon, France
30th International French Finance Association conference (AFFI), May 2013, Lyon, France
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::d7d5b27f117f858127f06627ec65d1ba
https://shs.hal.science/halshs-00830484
https://shs.hal.science/halshs-00830484