Some formulae for a new type of path-dependent option (Q1901079)
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scientific article; zbMATH DE number 811741
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Some formulae for a new type of path-dependent option |
scientific article; zbMATH DE number 811741 |
Statements
Some formulae for a new type of path-dependent option (English)
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1 April 1996
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\(\alpha\)-percentile of the stock price
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\(\alpha\)-percentile option
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order statistics
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0.8076585531234741
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0.8021156191825867
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0.7990307807922363
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0.7893780469894409
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0.7776775360107422
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