A note on α-quantile option

Ballotta, L.; Kyprianou, A.E.

A note on α-quantile option

Ballotta, L. & Kyprianou, A.E. (2000). A note on α-quantile option (Actuarial Research Paper No. 128). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Publication Type:	Monograph (Working Paper)
Subjects:	H Social Sciences > HG Finance
Departments:	Bayes Business School > Faculty of Actuarial Science & Insurance > Actuarial Research Reports

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Creators:	Ballotta, L. Kyprianou, A.E.
Status:	Published
Refereed:	Yes
Journal or Publication Title:	Actuarial Research Paper No 128
Publisher:	Faculty of Actuarial Science & Insurance, City University London
URI:	https://openaccess.city.ac.uk/id/eprint/2264
Date available in CRO:	18 Apr 2013 13:11
Date deposited:	14 July 2017
Dates:	Date Event September 2000 Published