A mathematical modeling for the lookback option with jump-diffusion using binomial tree method (Q633968)
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scientific article; zbMATH DE number 5934914
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A mathematical modeling for the lookback option with jump-diffusion using binomial tree method |
scientific article; zbMATH DE number 5934914 |
Statements
A mathematical modeling for the lookback option with jump-diffusion using binomial tree method (English)
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2 August 2011
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binomial tree method
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lookback option
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jump-diffusion model
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viscosity solution
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