Pages that link to "Item:Q3178447"
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The following pages link to A CLOSED-FORM SOLUTION FOR LOOKBACK OPTIONS USING MELLIN TRANSFORM APPROACH (Q3178447):
Displaying 4 items.
- Valuing American floating strike lookback option and Neumann problem for inhomogeneous Black-Scholes equation (Q344266) (← links)
- Pricing vulnerable path-dependent options using integral transforms (Q344273) (← links)
- The price of a lookback option as the solution of a boundary-value problem for the heat equation (Q1037040) (← links)
- Valuing vulnerable geometric Asian options (Q2006638) (← links)