Pricing down-and-out power options with exponentially curved barrier (Q1713232)
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scientific article; zbMATH DE number 7006511
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| English | Pricing down-and-out power options with exponentially curved barrier |
scientific article; zbMATH DE number 7006511 |
Statements
Pricing down-and-out power options with exponentially curved barrier (English)
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24 January 2019
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power option
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barrier option
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exponentially curved barrier
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risk-neutral valuation
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Girsanov theorem
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0.8453015089035034
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0.8185325860977173
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0.7859670519828796
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0.7809654474258423
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0.7693012356758118
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