Pages that link to "Item:Q1875506"
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The following pages link to Early exercise policies of American floating strike and fixed strike lookback options. (Q1875506):
Displaying 7 items.
- Valuing American floating strike lookback option and Neumann problem for inhomogeneous Black-Scholes equation (Q344266) (← links)
- American lookback option with fixed strike price-2-D parabolic variational inequality (Q640996) (← links)
- Optimal exercise boundary of American fractional lookback option in a mixed jump-diffusion fractional Brownian motion environment (Q1992912) (← links)
- Pricing of American lookback spread options (Q2196549) (← links)
- A fast numerical method for the valuation of American lookback put options (Q2198448) (← links)
- QUANTO LOOKBACK OPTIONS (Q4673851) (← links)
- A NEW STOPPING PROBLEM AND THE CRITICAL EXERCISE PRICE FOR AMERICAN FRACTIONAL LOOKBACK OPTION IN A SPECIAL MIXED JUMP-DIFFUSION MODEL (Q5050867) (← links)