The following pages link to (Q2994457):
Displaying 5 items.
- Lookback options and dynamic fund protection under multiscale stochastic volatility (Q882460) (← links)
- On the existence and uniqueness of the solution to the double Heston model equation and valuing lookback option (Q1713193) (← links)
- An analytic pricing formula for lookback options under stochastic volatility (Q1761583) (← links)
- Valuation of European option under uncertain volatility model (Q1800249) (← links)
- A semi-analytic pricing formula for lookback options under a general stochastic volatility model (Q2438502) (← links)
