Pricing a kind of looking back-reset options with Ornstein-Uhlenbeck processes (Q3513645)
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scientific article; zbMATH DE number 5308117
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| English | Pricing a kind of looking back-reset options with Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 5308117 |
Statements
6 August 2008
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Girsanov's theory
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0.8533961176872253
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0.8286969065666199
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0.8219684362411499
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0.7614638209342957
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