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Applied Economics Letters Volume 18, 2011 - Issue 2
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Original Articles

Simpler proofs in finance and shout options

L. Ramprasath Center for Advanced Financial Studies, Institute for Financial Management and Research, 24, Kothari Road, Nungambakkam, Chennai, 600034, IndiaCorrespondence[email protected]
Pages 173-178 | Published online: 27 Aug 2010

References

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  • Dai , M. , Kwok , Y. K. and Wu , L. X. 2003 . Options with multiple reset rights . International Journal of Theoretical and Applied Finance , 6 : 637 – 53 .
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  • Glasserman , P. 2003 . Monte Carlo Methods in Financial Engineering , New York : Springer Verlag .
  • Lehmann , E. L. 1986 . Testing Statistical Hypotheses , New York : John Wiley & Sons .
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  • Thomas , B. 1993 . Something to shout about . Risk , 6 : 56 – 8 .
  • Varadhan , S. R. S . 2001 . Probability Theory , New York : Courant Institute of Mathematical Sciences and American Mathematical Society .

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