Pages that link to "Item:Q344266"
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The following pages link to Valuing American floating strike lookback option and Neumann problem for inhomogeneous Black-Scholes equation (Q344266):
Displaying 8 items.
- On modified Mellin transforms, Gauss-Laguerre quadrature, and the valuation of American call options (Q972768) (← links)
- The price of a lookback option as the solution of a boundary-value problem for the heat equation (Q1037040) (← links)
- Traveling-wave solutions of a generalized damped wave equation with time-dependent coefficients through the trial equation method (Q1617481) (← links)
- Finite time-horizon optimal investment and consumption with time-varying subsistence consumption constraints (Q2024617) (← links)
- Pricing perpetual American floating strike lookback option under multiscale stochastic volatility model (Q2128181) (← links)
- Pricing of American lookback spread options (Q2196549) (← links)
- An integral equation approach for optimal investment policies with partial reversibility (Q2213041) (← links)
- A CLOSED-FORM SOLUTION FOR LOOKBACK OPTIONS USING MELLIN TRANSFORM APPROACH (Q3178447) (← links)
