Pages that link to "Item:Q2874731"
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The following pages link to Convergence of European lookback options with floating strike in the binomial model (Q2874731):
Displaying 5 items.
- The pricing of lookback options and binomial approximation (Q272213) (← links)
- Pricing perpetual American floating strike lookback option under multiscale stochastic volatility model (Q2128181) (← links)
- A fast numerical method for the valuation of American lookback put options (Q2198448) (← links)
- Analytical binomial lookback options with double-exponential jumps (Q2510894) (← links)
- Rate of convergence of binomial formula for option pricing (Q5077442) (← links)