-
8/2/2019 The Pricing of Path-Dependent
1/41Electronic copy available at:
http://ssrn.com/abstract=1254102Electronic copy available at:
http://ssrn.com/abstract=1254102
-
8/2/2019 The Pricing of Path-Dependent
2/41Electronic copy available at:
http://ssrn.com/abstract=1254102Electronic copy available at:
http://ssrn.com/abstract=1254102
-
8/2/2019 The Pricing of Path-Dependent
3/41Electronic copy available at:
http://ssrn.com/abstract=1254102Electronic copy available at:
http://ssrn.com/abstract=1254102
-
8/2/2019 The Pricing of Path-Dependent
4/41
-
8/2/2019 The Pricing of Path-Dependent
5/41
-
8/2/2019 The Pricing of Path-Dependent
6/41
-
8/2/2019 The Pricing of Path-Dependent
7/41
-
8/2/2019 The Pricing of Path-Dependent
8/41
-
8/2/2019 The Pricing of Path-Dependent
9/41
-
8/2/2019 The Pricing of Path-Dependent
10/41
-
8/2/2019 The Pricing of Path-Dependent
11/41
-
8/2/2019 The Pricing of Path-Dependent
12/41
-
8/2/2019 The Pricing of Path-Dependent
13/41
-
8/2/2019 The Pricing of Path-Dependent
14/41
-
8/2/2019 The Pricing of Path-Dependent
15/41
-
8/2/2019 The Pricing of Path-Dependent
16/41
-
8/2/2019 The Pricing of Path-Dependent
17/41
-
8/2/2019 The Pricing of Path-Dependent
18/41
-
8/2/2019 The Pricing of Path-Dependent
19/41
-
8/2/2019 The Pricing of Path-Dependent
20/41
-
8/2/2019 The Pricing of Path-Dependent
21/41
-
8/2/2019 The Pricing of Path-Dependent
22/41
-
8/2/2019 The Pricing of Path-Dependent
23/41
-
8/2/2019 The Pricing of Path-Dependent
24/41
-
8/2/2019 The Pricing of Path-Dependent
25/41
-
8/2/2019 The Pricing of Path-Dependent
26/41
-
8/2/2019 The Pricing of Path-Dependent
27/41
-
8/2/2019 The Pricing of Path-Dependent
28/41
-
8/2/2019 The Pricing of Path-Dependent
29/41
-
8/2/2019 The Pricing of Path-Dependent
30/41
-
8/2/2019 The Pricing of Path-Dependent
31/41
-
8/2/2019 The Pricing of Path-Dependent
32/41
8QGHUO\LQJSULFH
2SWLRQYDOXH
%ODFN6FKROHV6WULNHYRODWLOLW\
%ODFN6FKROHV$WWKHPRQH\YRODWLOLW\
%ODFN6FKROHV%DUULHUYRODWLOLW\
+HVWRQ
-
8/2/2019 The Pricing of Path-Dependent
33/41
9RODWLOLW\
2SWLRQYDOXH
-
8/2/2019 The Pricing of Path-Dependent
34/41
-
8/2/2019 The Pricing of Path-Dependent
35/41
,PSOLHGYRODWLOLW\
RXWRIWKHPRQH\
DWWKHPRQH\
LQWKHPRQH\
-
8/2/2019 The Pricing of Path-Dependent
36/41
-
8/2/2019 The Pricing of Path-Dependent
37/41
-
8/2/2019 The Pricing of Path-Dependent
38/41
-
8/2/2019 The Pricing of Path-Dependent
39/41
0DUJLQ+HVWRQ
0RQH\QHVV
-
8/2/2019 The Pricing of Path-Dependent
40/41
-
8/2/2019 The Pricing of Path-Dependent
41/41
