在指数Lévy模型中连接离散和连续回顾或后见之明选项
Connecting discrete and continuous lookback or hindsight options in exponential Lévy models
摘要：
受指数Lévy模型中回望期权定价的启发，研究了Lévy过程连续和离散上确界的区别.特别地，我们将Broadie等人（1999）的结果推广到跳扩散模型。我们还得到了一般指数Lévy模型的界。
英文摘要：
Motivated by the pricing of lookback options in exponential Lévy models, we study the difference between the continuous and discrete supremum of Lévy processes. In particular, we extend the results of Broadie et al. (1999) to jump-diffusion models. We also derive bounds for general exponential Lévy models.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
