Journal article
FYI--Path-Dependent Options: Valuation and Applications
Economic review (Atlanta, Ga.), Vol.77(4), p.30
07/01/1992
Abstract
Path-dependent options are contracts entitling their holders to a cash flow that depends on the price path taken by the asset underlying the contract. The valuation of two popular kinds of path-dependent options--lookback and average-rate options--and their advantages and risks are discussed.
Details
- Title: Subtitle
- FYI--Path-Dependent Options: Valuation and Applications
- Creators
- William HunterDavid Stowe
- Resource Type
- Journal article
- Publication Details
- Economic review (Atlanta, Ga.), Vol.77(4), p.30
- ISSN
- 0732-1813
- eISSN
- 2163-3258
- Publisher
- Federal Reserve Bank of Atlanta
- Language
- English
- Date published
- 07/01/1992
- Academic Unit
- Finance
- Record Identifier
- 9984963125502771
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