Equivalence of floating and fixed strike Asian and lookback options (Q2485814): Difference between revisions
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Revision as of 07:19, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equivalence of floating and fixed strike Asian and lookback options |
scientific article |
Statements
Equivalence of floating and fixed strike Asian and lookback options (English)
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5 August 2005
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Asian options
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Lookback options
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Lévy processes
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Change of numéraire
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Stationary increments
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Symmetry
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