Lambda 1
Key Lambda 1 in Power Exchange Option refers to the constant number λ₁ used in the payoff formula max{ λ₁S₁(T)ᵅ¹-λ₂S₂(T)ᵅ² , 0 }
Key Lambda 1 in Power Exchange Option refers to the constant number λ₁ used in the payoff formula max{ λ₁S₁(T)ᵅ¹-λ₂S₂(T)ᵅ² , 0 }