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5. Analytical Pricing Methods for Path-Dependent Options

Analytical Pricing Methods for Path-Dependent Options

来源 :第八届工业与应用数学国际大会 | 被引量 : 0次 | 上传用户：fly57384

【摘 要】

：

　　This minisymposium will explore new developments related to valuation of complex financial contracts,especially those with path-dependent features,such as A

【作 者】

：

Ludkovski Mike Leung Tim Cai Ning 

【机 构】

：

UC Santa Barbara

【出 处】

：

第八届工业与应用数学国际大会

【发表日期】

：

2015年期

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论文部分内容阅读

　　This minisymposium will explore new developments related to valuation of complex financial contracts,especially those with path-dependent features,such as Asian and Callable contracts.

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