Bounds for path-dependent options (Q902179)
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scientific article; zbMATH DE number 6527176
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Bounds for path-dependent options |
scientific article; zbMATH DE number 6527176 |
Statements
Bounds for path-dependent options (English)
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7 January 2016
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option bounds
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trinomial model
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binomial model
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semiparametric bounds
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option prices
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expected payoffs
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path-dependent contingent claims
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Asian options
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moment inequalities
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0.7679381966590881
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0.765921950340271
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0.7651118040084839
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