Comparison results for path-dependent options (Q3536740)
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scientific article; zbMATH DE number 5370457
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Comparison results for path-dependent options |
scientific article; zbMATH DE number 5370457 |
Statements
Comparison results for path-dependent options (English)
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21 November 2008
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path dependent options
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lookback option
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convex order
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Lévy process
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semimartingale
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0.8061638474464417
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0.7834067344665527
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0.7687801718711853
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0.7678949236869812
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