![Options / Economy / Mathematical finance / Finance / Money / BlackScholes model / Putcall parity / Barrier option / Put option / Lookback option / Forward contract / Valuation of options Options / Economy / Mathematical finance / Finance / Money / BlackScholes model / Putcall parity / Barrier option / Put option / Lookback option / Forward contract / Valuation of options](https://www.pdfsearch.io/img/2b25d6d4b4d94ac312efe86a244c431c.jpg) Date: 2009-01-27 08:17:16Options Economy Mathematical finance Finance Money BlackScholes model Putcall parity Barrier option Put option Lookback option Forward contract Valuation of options | | Pricing, No-arbitrage Bounds and Robust Hedging of Installment Options Mark Davis, Walter Schachermayer and Robert Tompkins Financial and Actuarial Mathematics Group Technische Universitat, Vienna, Austria September 1Add to Reading ListSource URL: www.istfin.eco.usi.chDownload Document from Source Website File Size: 373,97 KBShare Document on Facebook
|