Pages that link to "Item:Q1037040"
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The following pages link to The price of a lookback option as the solution of a boundary-value problem for the heat equation (Q1037040):
Displaying 4 items.
- Valuing American floating strike lookback option and Neumann problem for inhomogeneous Black-Scholes equation (Q344266) (← links)
- On the lookback option with fixed strike (Q2875280) (← links)
- A CLOSED-FORM SOLUTION FOR LOOKBACK OPTIONS USING MELLIN TRANSFORM APPROACH (Q3178447) (← links)
- (Q4839506) (← links)