Forward Start Options is a type of option contract, classified under derivative securities, that distinguishes itself by commencing at a specified future date rather than at the time of purchase, with the strike price typically determined as a function of the underlying asset's price at that future start date.
17
Publications
471
Citations
32
Authors
24
Institutions
Publications per year
2017–2026
3
Variants
Forward-start Options
Parents
Publications
17
The pricing of forward-starting asian options
Laurent Bouaziz, Éric Briys, Michel Crouhy · Journal of Banking & Finance · 1994 · 68 citations
Forward-Start Options in Stochastic Volatility Model
Valdimir Lucic · Wilmott · 2003 · 41 citations
Business, Finance, Mathematics +14
1–5 of 17
Authors
32
- MR
2
h-index
- AP
2
h-index
- AV
2
h-index
- SZ
1
h-index
- BT
1
h-index
1–5 of 32
Institutions
24
UNSW Sydney
Sydney, Australia
2 h-index
3 publications
56 citations
Fraunhofer Institute for Industrial Mathematics
Kaiserslautern, Germany
1 h-index
2 publications
174 citations
Western Sydney University
Richmond, Australia
1 h-index
1 publications
30 citations
National Central University
Taoyuan City, Taiwan
1 h-index
2 publications
30 citations
Northwestern Polytechnical University
Xi'an, China
1 h-index
1 publications
15 citations
University of Amsterdam
Amsterdam, The Netherlands
1 h-index
2 publications
40 citations
Daimler (Germany)
Stuttgart, Germany
1 h-index
1 publications
87 citations
Xi’an University of Posts and Telecommunications
Xi'an, China
1 h-index
1 publications
15 citations
1–8 of 24
Venues
- Journal of Futures Markets
2 publications · 31 citations
2
h-index
- European Journal of Operational Research
1 publications · 17 citations
1
h-index
- Chaos Solitons & Fractals
1 publications · 25 citations
1
h-index
- Wilmott
1 publications · 41 citations
1
h-index
- The Annals of Probability
1 publications · 52 citations
1
h-index
1–5