Binomial valuation of lookback options (Q1583140)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Binomial valuation of lookback options |
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