Pages that link to "Item:Q4640420"
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The following pages link to Pricing European lookback option by a special kind of mixed jump-diffusion model (Q4640420):
Displaying 5 items.
- The pricing and numerical analysis of lookback options for mixed fractional Brownian motion (Q2122319) (← links)
- Simulation of European lookback options (Q2829759) (← links)
- (Q2994457) (← links)
- A NEW STOPPING PROBLEM AND THE CRITICAL EXERCISE PRICE FOR AMERICAN FRACTIONAL LOOKBACK OPTION IN A SPECIAL MIXED JUMP-DIFFUSION MODEL (Q5050867) (← links)
- Critical exercise price for American floating strike lookback option in a mixed jump-diffusion model (Q5383749) (← links)