Pages that link to "Item:Q1992912"
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The following pages link to Optimal exercise boundary of American fractional lookback option in a mixed jump-diffusion fractional Brownian motion environment (Q1992912):
Displaying 7 items.
- Default probability of American lookback option in a mixed jump-diffusion model (Q2067180) (← links)
- The pricing and numerical analysis of lookback options for mixed fractional Brownian motion (Q2122319) (← links)
- Equity-linked security pricing and greeks at arbitrary intermediate times using Brownian bridge (Q2293279) (← links)
- Pricing European lookback option by a special kind of mixed jump-diffusion model (Q4640420) (← links)
- A NEW STOPPING PROBLEM AND THE CRITICAL EXERCISE PRICE FOR AMERICAN FRACTIONAL LOOKBACK OPTION IN A SPECIAL MIXED JUMP-DIFFUSION MODEL (Q5050867) (← links)
- Optimal investment and life insurance strategies in a mixed jump-diffusion framework (Q5077478) (← links)
- Critical exercise price for American floating strike lookback option in a mixed jump-diffusion model (Q5383749) (← links)
