Pricing a Class of American and European Path Dependent Securities (Q4887766)
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scientific article; zbMATH DE number 913373
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Pricing a Class of American and European Path Dependent Securities |
scientific article; zbMATH DE number 913373 |
Statements
Pricing a Class of American and European Path Dependent Securities (English)
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5 August 1996
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derivatives
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swap
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valuation
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pricing
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path dependent securities
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0.8005141019821167
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0.7764633893966675
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0.774048924446106
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0.7686887383460999
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