Binomial valuation of lookback options (Q1583140)

From MaRDI portal





scientific article; zbMATH DE number 1521677
Language Label Description Also known as
English
Binomial valuation of lookback options
scientific article; zbMATH DE number 1521677

    Statements

    Binomial valuation of lookback options (English)
    0 references
    26 October 2000
    0 references
    binomial approximation
    0 references
    lookback options
    0 references
    contracts
    0 references
    0 references

    Identifiers