Connecting discrete and continuous lookback or hindsight options in exponential Lévy models (Q3111060): Difference between revisions

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Latest revision as of 21:06, 4 July 2024

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Connecting discrete and continuous lookback or hindsight options in exponential Lévy models
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    Connecting discrete and continuous lookback or hindsight options in exponential Lévy models (English)
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    17 January 2012
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    exponential Lévy model
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    discretization error
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    lookback option
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    hindsight option
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    continuity correction
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