Mind map
Look back options
Map content
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
Information
- Description
- Mathematics Mind Map on Look back options, created by Rebecca Lawless on 12/03/2018.
- Created by
- Rebecca Lawless
- Views
- 0
- Rating