On pricing lookback options under the CEV process (Q882493): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| (One intermediate revision by one other user not shown) | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s10203-006-0063-3 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2043092339 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Option pricing: A simplified approach / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Pricing and Hedging Path-Dependent Options Under the CEV Process / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Lookback options and diffusion hitting times: a spectral expansion approach / rank | |||
Normal rank | |||
Latest revision as of 18:55, 25 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On pricing lookback options under the CEV process |
scientific article |
Statements
On pricing lookback options under the CEV process (English)
0 references
24 May 2007
0 references
