Pages that link to "Item:Q5383749"
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The following pages link to Critical exercise price for American floating strike lookback option in a mixed jump-diffusion model (Q5383749):
Displaying 4 items.
- Valuing American floating strike lookback option and Neumann problem for inhomogeneous Black-Scholes equation (Q344266) (← links)
- Optimal exercise boundary of American fractional lookback option in a mixed jump-diffusion fractional Brownian motion environment (Q1992912) (← links)
- Pricing European lookback option by a special kind of mixed jump-diffusion model (Q4640420) (← links)
- A NEW STOPPING PROBLEM AND THE CRITICAL EXERCISE PRICE FOR AMERICAN FRACTIONAL LOOKBACK OPTION IN A SPECIAL MIXED JUMP-DIFFUSION MODEL (Q5050867) (← links)