Browsing 01 Mathematical Sciences by Author "Bermin Hans-Peter"

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Browsing 01 Mathematical Sciences by Author "Bermin Hans-Peter"

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  • Bermin Hans-Peter; Buchen Peter; Konstandatos Otto (Routledge, 2008)
    This paper formally analyses two exotic options with lookback features, referred to as extreme spread lookback options and look-barrier options, first introduced by Bermin. The holder of such options receives partial ...