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Two Exotic Lookback Options

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Publication:3523661

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DOI10.1080/13504860802012824zbMath1142.91506OpenAlexW1980277822MaRDI QIDQ3523661

Hans-Peter Bermin, Peter W. Buchen, Otto Konstandatos

Publication date: 5 September 2008

Published in: Applied Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/13504860802012824

zbMATH Keywords

option pricing method of images exotic options barrier options lookback options

Mathematics Subject Classification ID

Related Items (2)

Outside barrier lookback options with floating strike ⋮ A New Approach to Pricing Double-Barrier Options with Arbitrary Payoffs and Exponential Boundaries

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