QUANTO LOOKBACK OPTIONS (Q4673851): Difference between revisions

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Property / cites work: Exercise Regions And Efficient Valuation Of American Lookback Options / 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

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    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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