Pricing and Hedging Path-Dependent Options Under the CEV Process (Q3114712): Difference between revisions
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Revision as of 10:45, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing and Hedging Path-Dependent Options Under the CEV Process |
scientific article |
Statements
Pricing and Hedging Path-Dependent Options Under the CEV Process (English)
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19 February 2012
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path-dependent options
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barrier options
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lookback options
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diffusion processes
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Ornstein-Uhlenbeck process
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