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Volumn 12, Issue 4, 2002, Pages 299-328

Passport options

Author keywords

Bessel processes; Financial derivatives; Martingale inequalities; Passport option; Time transforms

Indexed keywords


EID: 0036788463     PISSN: 09601627     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1467-9965.2002.tb00126.x     Document Type: Article
Times cited : (16)

References (24)
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  • 8
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    • Pricing of passport option
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.