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Q6043631 - MaRDI portal

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scientific article; zbMATH DE number 7688252
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English
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scientific article; zbMATH DE number 7688252

    Statements

    publication date
    23 May 2023
    0 references
    zbMATH Keywords
    American lookback options
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    stochastic volatility
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    Laplace-Carson transform
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    Monte Carlo simulation
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    cites work
    Q4002114
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    60H30
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    91G15
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    44A10
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    zbMATH DE Number
    7688252
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    DOI
    10.4134/BKMS.B220134
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