Path Dependent Options:
Path dependent options:" Buy at the low, sell at the … - Goldman - 被引用次数：518
Path-dependent options: Extending the Monte Carlo … - Grant - 被引用次数：195
… discrete and continuous path-dependent options - Broadie - 被引用次数：309
A path dependent option is an exotic option that's value depends not only on the price of the underlying asset but the path that asset took during all or part of the life of the option. There are many types of path-dependent options including Asian, chooser, lookback, and barrier options.
作者：YK KwokPath dependent options are options with payoff structures that are related to the path history of the asset price process during the option's life. 2008 —
作者：T He — Barrier and lookback options are among the most popular path-dependent ... In particular, we focus on the pricing of path-dependent option with the ...
Path-dependent options are designed to capture how the settlement prices of the underlying assets are reached. There are several kinds of path-dependent ...
5 - Path-dependent options ... Classical call and put options are examples of derivatives whose payoff depends on the stock price at exercise.
作者：A ConzeLookback options are path dependent contingent claims whose payoffs depend on the extrema of a given security's price over a certain period of time. Using. 1991 被引用次数：365 —
作者：D DavydovM /uch of the work on path-dependent options assumes that the underlying asset price follows geometric Brownian motion with constant volatility. 2001 被引用次数：320 —