A generalization of exotic options pricing formulae (Q2508200)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A generalization of exotic options pricing formulae |
scientific article |
Statements
A generalization of exotic options pricing formulae (English)
0 references
9 October 2006
0 references
risk-neutral measure
0 references
compound options
0 references
change of probability measure, numeraire
0 references
Girsanov's theorem
0 references
