On pricing lookback options under the CEV process (Q882493): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10203-006-0063-3
+Normal rank
@@ Property / OpenAlex ID @@
+W2043092339
@@ Property / OpenAlex ID: W2043092339 / 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 @@
+Pricing and Hedging Path-Dependent Options Under the CEV Process
+Normal rank
@@ Property / cites work @@
+Lookback options and diffusion hitting times: a spectral expansion approach
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:882493