Pages that link to "Item:Q2510894"
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The following pages link to Analytical binomial lookback options with double-exponential jumps (Q2510894):
Displaying 5 items.
- The pricing of lookback options and binomial approximation (Q272213) (← links)
- A mathematical modeling for the lookback option with jump-diffusion using binomial tree method (Q633968) (← links)
- Multi-period multi-criteria (MPMC) valuation of American options based on entropy optimization principles (Q1678729) (← links)
- Convergence of European lookback options with floating strike in the binomial model (Q2874731) (← links)
- Pricing exotic options in the incomplete market: an imprecise probability method (Q6580712) (← links)