A variation of the Azéma martingale and drawdown options
- Submitting institution
-
Brunel University London
- Unit of assessment
- 10 - Mathematical Sciences
- Output identifier
- 050-206758-7002497
- Type
- D - Journal article
- DOI
-
10.1111/mafi.12202
- Title of journal
- Mathematical Finance
- Article number
- -
- First page
- 116
- Volume
- 29
- Issue
- 4
- ISSN
- 0960-1627
- Open access status
- Technical exception
- Month of publication
- February
- Year of publication
- 2019
- URL
-
http://bura.brunel.ac.uk/handle/2438/18757
- Supplementary information
-
-
- Request cross-referral to
- -
- Output has been delayed by COVID-19
- No
- COVID-19 affected output statement
- -
- Forensic science
- No
- Criminology
- No
- Interdisciplinary
- No
- Number of additional authors
-
1
- Research group(s)
-
3 - Financial Mathematics & Operational Research (FOR)
- Proposed double-weighted
- No
- Reserve for an output with double weighting
- No
- Additional information
- -
- Author contribution statement
- -
- Non-English
- No
- English abstract
- -
