New answers tagged exotics
1
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Is Lookback option more path-dependent than an Asian option
What types of options are "more" path dependent than others is not well-defined. The cited distinction -- full-path dependence versus single-point dependence -- is somewhat useful in the ...
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3
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Accepted
Replication of the payoff of a chooser option
Consider a European chooser option which allows you to choose at time $\tau$ if you want to receive a put option and call option with maturity $T>\tau$.
At time $\tau$, using the put-call parity, ...
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