An analytic pricing formula for lookback options under stochastic volatility (Q1761583)
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scientific article; zbMATH DE number 6107012
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An analytic pricing formula for lookback options under stochastic volatility |
scientific article; zbMATH DE number 6107012 |
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An analytic pricing formula for lookback options under stochastic volatility (English)
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15 November 2012
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lookback options
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stochastic volatility
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pricing options
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homotopy analysis method
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