Pricing of lookback options under stochastic interest rates (Q3501608)
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scientific article; zbMATH DE number 5284302
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| English | Pricing of lookback options under stochastic interest rates |
scientific article; zbMATH DE number 5284302 |
Statements
3 June 2008
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equivalent martingale measures
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Girsanov theorem
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0.8162087202072144
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0.8156264424324036
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0.8155894875526428
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0.8117740154266357
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0.8111083507537842
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