Mathematical analysis of the two-color partial rainbow options-Reference-Cited by-同舟云学术

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Mathematical analysis of the two-color partial rainbow options

Published:2005-07 Issue:7 Volume:84 Page:737-757
ISSN:0003-6811
Container-title:Applicable Analysis
language:en
Short-container-title:Applicable Analysis

Author:

Chang Der-Chen,Chang Eric C.,Fan Haitao,Nhieu Duy-Minh

Publisher

Informa UK Limited

Subject

Applied Mathematics,Analysis

Link

http://www.tandfonline.com/doi/pdf/10.1080/00036810500047774

Reference6 articles.

1. The Pricing of Options and Corporate Liabilities

2. An Algorithm for Computing Values of Options on the Maximum or Minimum of Several Assets

3. Options on the Maximum or the Minimum of Several Assets

4. Options on the minimum or the maximum of two risky assets

Cited by 2 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. Rainbow Step Barrier Options;Journal of Risk and Financial Management;2024-08-13

2. The Heat Kernel for Kolmogorov Type Operators and its Applications;Journal of Fourier Analysis and Applications;2009-01-14

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