QUANTO LOOKBACK OPTIONS (Q4673851): Difference between revisions
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Property / Wikidata QID: Q58981140 / rank | |||
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Property / cites work: Double Lookbacks / rank | |||
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Property / cites work: Exercise Regions And Efficient Valuation Of American Lookback Options / rank | |||
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Property / cites work: Exercise regions of American options on several assets / rank | |||
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Property / cites work: Early exercise policies of American floating strike and fixed strike lookback options. / rank | |||
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Latest revision as of 10:11, 10 June 2024
scientific article; zbMATH DE number 2166570
Language | Label | Description | Also known as |
---|---|---|---|
English | QUANTO LOOKBACK OPTIONS |
scientific article; zbMATH DE number 2166570 |
Statements
QUANTO LOOKBACK OPTIONS (English)
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9 May 2005
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ricing models
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European lookback options
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American lookback options
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