Pages that link to "Item:Q2152239"
From MaRDI portal
The following pages link to Perpetual American double lookback options on drawdowns and drawups with floating strikes (Q2152239):
Displaying 11 items.
- Perpetual American options in diffusion-type models with running maxima and drawdowns (Q271879) (← links)
- Watermark options (Q503393) (← links)
- Pricing American drawdown options under Markov models (Q2030371) (← links)
- Outside barrier lookback options with floating strike (Q2132059) (← links)
- Pricing of American lookback spread options (Q2196549) (← links)
- Optimal stopping problems for running minima with positive discounting rates (Q2216971) (← links)
- Optimal stopping problems in diffusion-type models with running maxima and drawdowns (Q2923437) (← links)
- PERPETUAL CANCELLABLE AMERICAN CALL OPTION (Q4919614) (← links)
- A note on the perpetual American straddle (Q5012014) (← links)
- Optimal stopping problems for maxima and minima in models with asymmetric information (Q5080073) (← links)
- Perpetual American Standard and Lookback Options with Event Risk and Asymmetric Information (Q5097216) (← links)