Pricing geometric average trigger reset option with predetermined levels (Q2987553)
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scientific article; zbMATH DE number 6719837
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| default for all languages | No label defined |
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| English | Pricing geometric average trigger reset option with predetermined levels |
scientific article; zbMATH DE number 6719837 |
Statements
17 May 2017
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geometric average
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reset options
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path-dependent options
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risk hedge
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measure transformation
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0.8732948899269104
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0.8150492310523987
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0.7846356630325317
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0.7730180025100708
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0.7478636503219604
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