Replication Methods for Path Dependent Exotics

Discuss anything related to quantitative finance which is not directly connected to a particular book here.

Replication Methods for Path Dependent Exotics

Postby Siddhu » Thu Feb 24, 2011 8:25 am

Hi all,

Can any one help me with the pages 8,9,10 in the paper "Pricing Discretely Sampled Path-Dependent Exotic Options Using Replication Methods" - By Prof. Mark Joshi.

With Kind regards
Siddhu
 
Posts: 1
Joined: Thu Feb 24, 2011 6:57 am

Re: Replication Methods for Path Dependent Exotics

Postby mj » Thu Feb 24, 2011 9:43 am

you need to ask more specific questions
mj
Site Admin
 
Posts: 1380
Joined: Fri Jul 27, 2007 7:21 am


Return to General technical discussion

Who is online

Users browsing this forum: No registered users and 2 guests

cron