Functional co-monotony of processes with applications to peacocks and barrier options (Q2865115)
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scientific article; zbMATH DE number 6234282
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| English | Functional co-monotony of processes with applications to peacocks and barrier options |
scientific article; zbMATH DE number 6234282 |
Statements
Functional Co-monotony of Processes with Applications to Peacocks and Barrier Options (English)
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28 November 2013
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antithetic simulation method
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Asian optios
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barrier options
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co-monotony
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fractional Brownian motion
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Liouville process
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0.755495548248291
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0.7492790818214417
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0.74483323097229
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0.7348669171333313
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0.7339661121368408
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