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- W2036395486 abstract "Some properties of a class of path-dependent options based on the α-quantiles of Brownian motion are discussed. In particular, it is shown that such options are well behaved in relation to standard options and comparatively cheaper than an equivalent class of lookback options." @default.
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- W2036395486 date "2001-09-01" @default.
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- W2036395486 title "A note on the α-quantile option" @default.
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- W2036395486 doi "https://doi.org/10.1080/13504860210122375" @default.
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