search query: @author Ritchken, P. / total: 8
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| Author: | Ritchken, P. Sankarasubramanian, L. Vijh, A.M. |
| Title: | Averaging options for capping total costs |
| Journal: | Financial Management
1990 : AUTUMN, VOL. 19:3, p. 35-41 |
| Index terms: | BONDS OPTIONS PORTFOLIO MANAGEMENT |
| Language: | eng |
| Abstract: | Examination of the economic role and valuation of path-dependent contracts. Capping of costs with averaging options. Valuation of averaging options. Comparative statistics. Comparison of the sequencing and averaging strategies. Three Exhibits illustrate the study. |
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