A risk-neutral measure that is used to price derivative contingent claims such as average rate options by implementing stochastic discount…
An average rate option which gives the holder the right, but not the obligation, to buy the underlying asset, with…
An average rate option which gives the holder the right, but not the obligation, to sell the underlying asset, with…
An average rate option which gives the holder the right, but not the obligation, to sell the underlying asset, with…
A series representation that is used for generating the model procedure: the so-called variance gamma process in pricing average rate…
A variant of an average rate option (Asian option) whose payoff is linked to the trend of its underlying, instead…
An average rate option or average rate forward contract which is traded in currency markets, where its underlying rate is…
It stands for average rate option; an option in which the exercise price is equal to the average of the...
It stands for weighted average rate option. An average rate option in which the weighting of a given periodical price...
It stands for geometric average rate option; an Asian option whose payoff depends on the geometric average price of its...
