Mapa mental
Look back options
Contenido del mapa
Look back options
Russian Options
- Who would want to buy a russian option?
- Discretely sampled
- Continuously sampled
- A type of perpetual lookback American options
- Payoff = Jmax
Stop Loss options
- Who would want to purchase stop-loss options?
- An investor that would like insurance against a sudden crash in the market.
- How much do stop loss options cost?
- The greater the greater the value of lambda, the higher the cost of the option
- Payoff = lambda*Jmax
- Who would want to purchase stop-loss options?
Path dependent variable J
The BSE is identical to the standard BSE except that V is dependent on three variables
Discrete sampling
- Cheaper than continuous sampling
Información
- Descripción
- Mathematics Mapa Mental sobre Look back options, creado por Rebecca Lawless el 12/03/2018.
- Creado por
- Rebecca Lawless
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