Pages that link to "Item:Q633968"
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The following pages link to A mathematical modeling for the lookback option with jump-diffusion using binomial tree method (Q633968):
Displaying 9 items.
- Lookback option pricing for regime-switching jump diffusion models (Q888789) (← links)
- Numerical analysis on binomial tree methods for a jump-diffusion model. (Q1398421) (← links)
- A modified binomial tree method for currency lookback options (Q1586084) (← links)
- Analytical binomial lookback options with double-exponential jumps (Q2510894) (← links)
- Lookback option prices under a spectrally negative tempered-stable model (Q2841328) (← links)
- An efficient binomial tree method for cliquet options (Q2895902) (← links)
- Primal-Dual Active Set Method for American Lookback Put Option Pricing (Q4605731) (← links)
- A NEW STOPPING PROBLEM AND THE CRITICAL EXERCISE PRICE FOR AMERICAN FRACTIONAL LOOKBACK OPTION IN A SPECIAL MIXED JUMP-DIFFUSION MODEL (Q5050867) (← links)
- Pricing exotic options in the incomplete market: an imprecise probability method (Q6580712) (← links)