Pages that link to "Item:Q272213"
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The following pages link to The pricing of lookback options and binomial approximation (Q272213):
Displaying 12 items.
- On pricing lookback options under the CEV process (Q882493) (← links)
- From binomial expectations to the Black-Scholes formula: The main ideas (Q1364725) (← links)
- Binomial valuation of lookback options (Q1583140) (← links)
- Pricing perpetual American floating strike lookback option under multiscale stochastic volatility model (Q2128181) (← links)
- Analytical binomial lookback options with double-exponential jumps (Q2510894) (← links)
- Convergence of European lookback options with floating strike in the binomial model (Q2874731) (← links)
- Connecting discrete and continuous lookback or hindsight options in exponential Lévy models (Q3111060) (← links)
- (Q4218357) (← links)
- (Q4263961) (← links)
- Back to basics: historical option pricing revisited (Q4719404) (← links)
- (Q4839506) (← links)
- Lookback option pricing using the Fourier transform B-spline method (Q5245351) (← links)