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Uncertain strike lookback options pricing with floating interest rate - MaRDI portal

Uncertain strike lookback options pricing with floating interest rate (Q2036859)

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scientific article; zbMATH DE number 7365080
Language Label Description Also known as
English
Uncertain strike lookback options pricing with floating interest rate
scientific article; zbMATH DE number 7365080

    Statements

    Uncertain strike lookback options pricing with floating interest rate (English)
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    30 June 2021
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    uncertain process
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    floating interest rate
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    uncertain strike price
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    lookback option
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