Functional Co-monotony of Processes with Applications to Peacocks and Barrier Options (Q2865115)
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scientific article; zbMATH DE number 6234282
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Functional Co-monotony of Processes with Applications to Peacocks and Barrier Options |
scientific article; zbMATH DE number 6234282 |
Statements
Functional Co-monotony of Processes with Applications to Peacocks and Barrier Options (English)
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28 November 2013
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antithetic simulation method
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Asian optios
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barrier options
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co-monotony
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fractional Brownian motion
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Liouville process
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