Binomial valuation of lookback options (Q1583140): Difference between revisions

@@ Property / author @@
-Simon H. Babbs
@@ Property / author: Simon H. Babbs / rank @@
-Normal rank
@@ Property / author @@
+Simon H. Babbs
@@ Property / author: Simon H. Babbs / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Option pricing: A simplified approach
@@ Property / cites work: Option pricing: A simplified approach / rank @@
+Normal rank
@@ Property / cites work @@
+A Nonstandard Approach to Option Pricing
@@ Property / cites work: A Nonstandard Approach to Option Pricing / rank @@
+Normal rank
@@ Property / cites work @@
+Q3969647
@@ Property / cites work: Q3969647 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3808989
@@ Property / cites work: Q3808989 / rank @@
+Normal rank
@@ Property / cites work @@
+Martingales and arbitrage in multiperiod securities markets
+Normal rank
@@ Property / cites work @@
+A Method for Numerical Integration
@@ Property / cites work: A Method for Numerical Integration / rank @@
+Normal rank
@@ Property / cites work @@
+Multinomial Approximating Models for Options with k State Variables
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1583140