Lookback options with discrete and partial monitoring of the underlying price (Q4994409)
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scientific article; zbMATH DE number 7360816
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Lookback options with discrete and partial monitoring of the underlying price |
scientific article; zbMATH DE number 7360816 |
Statements
Lookback options with discrete and partial monitoring of the underlying price (English)
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18 June 2021
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exotic options
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lookback options
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risk neutral valuation
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multivariate normal distribution
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numerical integration
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0.8235185146331787
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0.8200109601020813
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0.7968505620956421
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0.7929145693778992
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0.7847428917884827
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