Pricing power double exponential barriers chained option (Q2991394)
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scientific article; zbMATH DE number 6613626
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| English | Pricing power double exponential barriers chained option |
scientific article; zbMATH DE number 6613626 |
Statements
10 August 2016
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double exponential barriers
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power options
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Girsanov theorem
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chained option
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0.8108717203140259
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0.8061602711677551
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0.8027907013893127
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0.7906658053398132
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0.7859670519828796
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