A note on the α-quantile option (Q4551190)
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scientific article; zbMATH DE number 1796818
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the α-quantile option |
scientific article; zbMATH DE number 1796818 |
Statements
A note on the α-quantile option (English)
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5 September 2002
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\(\alpha\)-quantile of Brownian motions with drift
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Dassios-Port-Wendel identity
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fixed strike lookback option
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