Pages that link to "Item:Q3370588"

The following pages link to A NEW METHOD OF PRICING LOOKBACK OPTIONS (Q3370588):

Displaying 20 items.

• The pricing of dynamic fund protection with default risk (Q679581) (← links)
• Lookback option pricing for regime-switching jump diffusion models (Q888789) (← links)
• Robust hedging of the lookback option (Q1265766) (← links)
• Sub-replication and replenishing premium: Efficient pricing of multi-state lookbacks (Q1421714) (← links)
• Binomial valuation of lookback options (Q1583140) (← links)
• An analytic pricing formula for lookback options under stochastic volatility (Q1761583) (← links)
• Lookback options and diffusion hitting times: a spectral expansion approach (Q1776008) (← links)
• Lookback option pricing under the double Heston model using a deep learning algorithm (Q2099529) (← links)
• Outside barrier lookback options with floating strike (Q2132059) (← links)
• Pricing of American lookback spread options (Q2196549) (← links)
• Pricing of fixed-strike lookback options on assets with default risk (Q2298860) (← links)
• A semi-analytic pricing formula for lookback options under a general stochastic volatility model (Q2438502) (← links)
• Pricing of the looking back-reset option with barrier (Q2823829) (← links)
• (Q3052067) (← links)
• Primal-Dual Active Set Method for American Lookback Put Option Pricing (Q4605731) (← links)
• QUANTO LOOKBACK OPTIONS (Q4673851) (← links)
• Back to basics: historical option pricing revisited (Q4719404) (← links)
• CLA’s, PLA’s and a new method for pricing general passport options (Q5245459) (← links)
• A New Approach to Pricing Double-Barrier Options with Arbitrary Payoffs and Exponential Boundaries (Q5851725) (← links)
• Hedging lookback-barrier option by Malliavin calculus in a mixed fractional Brownian motion environment (Q6131370) (← links)