Some formulae for a new type of path-dependent option
type: Item
instance of: scholarly article
title: Some formulae for a new type of path-dependent option
zbMATH Open document ID: 0834.90026
author: Jirô Akahori
published in: The Annals of Applied Probability
publication date: 1996-04-01T00:00:00Z
Mathematics Subject Classification ID: 91B24
Mathematics Subject Classification ID: 60H30
Mathematics Subject Classification ID: 60G44
zbMATH DE Number: 811741
zbMATH Keywords: \(\alpha\)-percentile of the stock price
zbMATH Keywords: \(\alpha\)-percentile option
zbMATH Keywords: order statistics
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aoap/1177004769
OpenAlex ID: W1975678140
DOI: 10.1214/AOAP/1177004769
description: scientific article; zbMATH DE number 811741