A semi-analytic pricing formula for lookback options under a general stochastic volatility model (Q2438502): Difference between revisions

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Latest revision as of 09:51, 7 July 2024

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A semi-analytic pricing formula for lookback options under a general stochastic volatility model
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    A semi-analytic pricing formula for lookback options under a general stochastic volatility model (English)
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    5 March 2014
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    lookback option
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    homotopy analysis method
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    stochastic volatility
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