Options on a traded account: symmetric treatment of the underlying assets-Reference-Cited by-同舟云学术

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Options on a traded account: symmetric treatment of the underlying assets

Published:2019-07-23 Issue:1 Volume:20 Page:37-47
ISSN:1469-7688
Container-title:Quantitative Finance
language:en
Short-container-title:Quantitative Finance

Author:

Vecer J.¹²^ORCID,Kampen J.³^ORCID,Navratil R.¹^ORCID

Affiliation:

1. Faculty of Mathematics and Physics, Charles University, Sokolovska 83, 18675 Praha 8, Czech Republic

2. Vysoka skola aplikovaneho prava, Chomutovicka 1443, 14900 Praha 4, Czech Republic

3. University of Heidelberg, Im Neuenheimer Feld 294, 69120 Heidelberg, Germany

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/14697688.2019.1634278

Reference11 articles.

1. The passport option

2. CLA’s, PLA’s and a new method for pricing general passport options

3. PASSPORT OPTIONS

4. Mean stochastic comparison of diffusions

5. Local time, coupling and the passport option

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The Lie Algebraic Approach for Determining Pricing for Trade Account Options;Mathematics;2021-01-30

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