Equivalence of floating and fixed strike Asian and lookback options (Q2485814): Difference between revisions

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Revision as of 13:53, 10 June 2024

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Equivalence of floating and fixed strike Asian and lookback options
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    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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