Convergence of European lookback options with floating strike in the binomial model (Q2874731)
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scientific article; zbMATH DE number 6328006
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of European lookback options with floating strike in the binomial model |
scientific article; zbMATH DE number 6328006 |
Statements
8 August 2014
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binomial model
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lookback
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floating strike
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Black-Scholes
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convergence
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asymptotic
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Convergence of European lookback options with floating strike in the binomial model (English)
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