Pages that link to "Item:Q633968"
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The following pages link to A mathematical modeling for the lookback option with jump-diffusion using binomial tree method (Q633968):
Displayed 5 items.
- Lookback option pricing for regime-switching jump diffusion models (Q888789) (← links)
- Analytical binomial lookback options with double-exponential jumps (Q2510894) (← links)
- LOOKBACK OPTION PRICES UNDER A SPECTRALLY NEGATIVE TEMPERED-STABLE MODEL (Q2841328) (← links)
- Primal-Dual Active Set Method for American Lookback Put Option Pricing (Q4605731) (← links)
- A NEW STOPPING PROBLEM AND THE CRITICAL EXERCISE PRICE FOR AMERICAN FRACTIONAL LOOKBACK OPTION IN A SPECIAL MIXED JUMP-DIFFUSION MODEL (Q5050867) (← links)