Min–max multi-step barrier options and their variants
Article Properties
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LanguageEnglish
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DOI (url)
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Publication Date2023/07/01
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Indian UGC (journal)
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Refrences28
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Hangsuck Lee
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Gaeun Lee
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Seongjoo Song
Cite
Lee, Hangsuck, et al. “Min–max Multi-Step Barrier Options and Their Variants”. The North American Journal of Economics and Finance, vol. 67, 2023, p. 101944, https://doi.org/10.1016/j.najef.2023.101944.
Lee, H., Lee, G., & Song, S. (2023). Min–max multi-step barrier options and their variants. The North American Journal of Economics and Finance, 67, 101944. https://doi.org/10.1016/j.najef.2023.101944
Lee, Hangsuck, Gaeun Lee, and Seongjoo Song. “Min–max Multi-Step Barrier Options and Their Variants”. The North American Journal of Economics and Finance 67 (2023): 101944. https://doi.org/10.1016/j.najef.2023.101944.
Lee H, Lee G, Song S. Min–max multi-step barrier options and their variants. The North American Journal of Economics and Finance. 2023;67:101944.
Journal Categories
Social Sciences
Commerce
Business
Social Sciences
Economic theory
Demography
Economics as a science
Social Sciences
Finance
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Refrences
| Title | Journal | Journal Categories | Citations | Publication Date |
|---|---|---|---|---|
Multi‐step reflection principle and barrier options | Journal of Futures Markets |
| 7 | 2022 |
Piecewise linear double barrier options | Journal of Futures Markets |
| 3 | 2022 |
| An actuarial approach to pricing barrier options | European Actuarial Journal |
| 4 | 2021 |
| Valuation of n-fold compound barrier options with stochastic interest rates | Asia Pacific Management Review |
| 4 | 2018 |
| Pricing discrete path-dependent options under a double exponential jump–diffusion model | Journal of Banking & Finance |
| 19 | 2013 |
Refrences Analysis
The category
Social Sciences: Economic theory. Demography: Economics as a science 9
is the most frequently represented among the references in this article. It primarily includes studies from North American Actuarial Journal and Journal of Futures Markets. The chart below illustrates the number of referenced publications per year.