Pricing of the looking back-reset option with barrier (Q2823829)
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scientific article; zbMATH DE number 6634554
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing of the looking back-reset option with barrier |
scientific article; zbMATH DE number 6634554 |
Statements
6 October 2016
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looking back-reset option
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change of measure
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Girsanov theorem
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Pricing of the looking back-reset option with barrier (English)
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