The Valuation Of Self-Funding Instalment Warrants
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DOI: 10.1142/S021902491750025X
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- Steven E. Shreve & Jan Vecer, 2000. "Options on a traded account: Vacation calls, vacation puts and passport options," Finance and Stochastics, Springer, vol. 4(3), pages 255-274.
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Keywords
Self-funding instalment warrants; Asian options; Black–Scholes’ partial differential equation; finite-difference methods; Monte Carlo simulation;All these keywords.
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