2

On the Equivalence of Floating and Fixed-Strike Asian Options

Year:
2002
Language:
english
File:
PDF, 422 KB
english, 2002
8

Finite maturity caps and floors on continuous flows

Year:
2007
Language:
english
File:
PDF, 214 KB
english, 2007
11

How should firms selectively hedge? Resolving the selective hedging puzzle

Year:
2012
Language:
english
File:
PDF, 227 KB
english, 2012
13

On the expected payoff and true probability of exercise of European options

Year:
2001
Language:
english
File:
PDF, 122 KB
english, 2001
16

On the equivalence of floating- and fixed-strike Asian options

Year:
2002
Language:
english
File:
PDF, 72 KB
english, 2002
17

On the equivalence of floating- and fixed-strike Asian options

Year:
2002
Language:
english
File:
PDF, 73 KB
english, 2002