Functional Co-monotony of Processes with Applications to Peacocks and Barrier Options (Q2865115)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Functional Co-monotony of Processes with Applications to Peacocks and Barrier Options
scientific article

    Statements

    Functional Co-monotony of Processes with Applications to Peacocks and Barrier Options (English)
    0 references
    0 references
    28 November 2013
    0 references
    antithetic simulation method
    0 references
    Asian optios
    0 references
    barrier options
    0 references
    co-monotony
    0 references
    fractional Brownian motion
    0 references
    Liouville process
    0 references

    Identifiers