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scientific article; zbMATH DE number 1735427 - MaRDI portal

scientific article; zbMATH DE number 1735427

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Publication:4328944

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zbMath1010.91048MaRDI QIDQ4328944

Publication date: 20 May 2003

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

American options mathematical finance binomial trees lookback options

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Unilateral problems for linear parabolic equations and variational inequalities with linear parabolic operators (35K85) Free boundary problems for PDEs (35R35) Portfolio theory (91G10)

Related Items (2)

A mathematical modeling for the lookback option with jump-diffusion using binomial tree method ⋮ A modified binomial tree method for currency lookback options

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