Pricing formula of lookback option in stochastic delay differential equation model (Q6650774)
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scientific article; zbMATH DE number 7955938
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing formula of lookback option in stochastic delay differential equation model |
scientific article; zbMATH DE number 7955938 |
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Pricing formula of lookback option in stochastic delay differential equation model (English)
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9 December 2024
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pricing formula
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lookback option
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stochastic delay differential equation
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Black-Scholes model
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