Book contents
- Frontmatter
- Contents
- Preface
- Part One Basic Option Theory
- Part Two Numerical Methods
- Part Three Further Option Theory
- 11 Exotic and Path-dependent Options
- 12 Barrier Options
- 13 A Unifying Framework for Path-dependent Options
- 14 Asian Options
- 15 Lookback Options
- 16 Options with Transaction Costs
- Part Four Interest Rate Derivative Products
- Hints to Selected Exercises
- Bibliography
- Index
13 - A Unifying Framework for Path-dependent Options
from Part Three - Further Option Theory
Published online by Cambridge University Press: 05 June 2012
- Frontmatter
- Contents
- Preface
- Part One Basic Option Theory
- Part Two Numerical Methods
- Part Three Further Option Theory
- 11 Exotic and Path-dependent Options
- 12 Barrier Options
- 13 A Unifying Framework for Path-dependent Options
- 14 Asian Options
- 15 Lookback Options
- 16 Options with Transaction Costs
- Part Four Interest Rate Derivative Products
- Hints to Selected Exercises
- Bibliography
- Index
Summary
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- Type
- Chapter
- Information
- The Mathematics of Financial DerivativesA Student Introduction, pp. 213 - 221Publisher: Cambridge University PressPrint publication year: 1995