Connecting discrete and continuous lookback or hindsight options in exponential Lévy models (Q3111060): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Connecting discrete and continuous lookback or hindsight options in exponential Lévy models |
scientific article |
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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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