Novel Analytic Representations for Caps, Floors, Collars, and Exchange Options on Continuous Flows, Arbitrage-Free Relations, and Optimal Investments

AuthID
 P-016-XGG
3
Author(s)
da Silva, FC
Document Type
Article in Press
Year published
2024
Published
in JOURNAL OF FUTURES MARKETS, ISSN: 0270-7314
Indexing
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Publication Identifiers
SCOPUS: 2-s2.0-85202879387
Wos: WOS:001303042100001
Source Identifiers
ISSN: 0270-7314
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