Lambda 2
Key Lambda 2 in Power Exchange Option refers to the constant number λ₂ used in the payoff formula max{ λ₁S₁(T)ᵅ¹-λ₂S₂(T)ᵅ² , 0 }
Key Lambda 2 in Power Exchange Option refers to the constant number λ₂ used in the payoff formula max{ λ₁S₁(T)ᵅ¹-λ₂S₂(T)ᵅ² , 0 }