New answers tagged

1 vote

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 ...
Brian B's user avatar
  • 14.7k
3 votes

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, ...
Kevin's user avatar
  • 15.2k

Top 50 recent answers are included