Path-dependent option

英文Path-dependent option

中文 (征集中)

英文释义

A path-dependent option has a payout dependent on the price history of the underlying over all or part of the option’s life. The commonest form of option in over-the-counter energy risk management (the Asian option) is a pathdependent option, as are lookback and barrier options

中文释义

(征集中)

词条来源 网络

Entries个相关