"Valuation of exotic options under shortselling constraints."

Uwe Schmock, Steven E. Shreve, Uwe Wystup (2002)

> Home

Details and statistics

DOI: 10.1007/S007800100050

access: closed

type: Journal Article

metadata version: 2020-07-22

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/fs/SchmockSW02
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/fs/SchmockSW02
Uwe Schmock, Steven E. Shreve, Uwe Wystup:
Valuation of exotic options under shortselling constraints. Finance Stochastics 6(2): 143-172 (2002)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.