Some formulae for a new type of path-dependent option (Q1901079)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Some formulae for a new type of path-dependent option |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some formulae for a new type of path-dependent option |
scientific article |
Statements
Some formulae for a new type of path-dependent option (English)
0 references
1 April 1996
0 references
\(\alpha\)-percentile of the stock price
0 references
\(\alpha\)-percentile option
0 references
order statistics
0 references
