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Instalment Options: A Closed-Form Solution and the Limiting Case · Study

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ChapterInstalment Options: A Closed-Form Solution and the Limiting Case

Susanne A. Griebsch2008

Chapter2008

Instalment Options: A Closed-Form Solution and the Limiting Case

Susanne A. Griebsch · Christoph Kühn · Uwe Wystup

22 citations·0/0 files stored·Springer eBooks

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Stochastic processes and financial applications Financial Markets and Investment Strategies Risk Management in Financial Firms

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References

1979Option pricing: A simplified approach 1979The valuation of compound options 1996Binomial models for option valuation - examining and improving convergence 2006FX Options and Structured Products 2017FX Options and Structured Products 1998Modelling Financial Derivatives with MATHEMATICA 1976Foreign Exchange Risk 2001Pricing, no-arbitrage bounds and robust hedging of instalment options

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2010A Guide to FX Options Quoting Conventionsarticle · 3 shared references 2012FX Volatility Smile Constructionarticle · 3 shared references 2009Valuing continuous-installment optionsarticle · 3 shared references 2010On the valuation of fader and discrete barrier options in Heston's stochastic volatility modelarticle · 3 shared references 2009American Continuous-Installment Options: Valuation and Premium Decompositionarticle · 3 shared references 1990Irreversibility, Uncertainty, and Investmentreport · 2 shared references

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Year2008

Typechapter

Published2008-01-01

VenueSpringer eBooks

Languageen

Citations22

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/978-3-540-69532-5_12

openalex_workW1825679490

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