Comparison results for path-dependent options (Q3536740)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparison results for path-dependent options |
scientific article |
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Comparison results for path-dependent options (English)
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21 November 2008
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path dependent options
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lookback option
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convex order
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Lévy process
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semimartingale
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