CONVERGENCE OF EUROPEAN LOOKBACK OPTIONS WITH FLOATING STRIKE IN THE BINOMIAL MODEL (Q2874731): Difference between revisions

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+Binomial valuation of lookback options
@@ Property / cites work: Binomial valuation of lookback options / rank @@
+Normal rank
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+Monte Carlo Evaluation of Greeks for Multidimensional Barrier and Lookback Options
+Normal rank
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+Smooth convergence in the binomial model
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+Normal rank
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+Option pricing: A simplified approach
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+Normal rank
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+Asymptotics of the price oscillations of a European call option in a tree model
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+Stochastic Finance
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+Normal rank
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+Computation of Greeks for barrier and look-back options using Malliavin calculus
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+Convergence of Binomial Tree Methods for European/American Path-Dependent Options
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+ACHIEVING HIGHER ORDER CONVERGENCE FOR THE PRICES OF EUROPEAN OPTIONS IN BINOMIAL TREES
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+Binomial models for option valuation - examining and improving convergence
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+CONVERGENCE OF BARRIER OPTION PRICES IN THE BINOMIAL MODEL
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+Q2768497
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+Convergence of strategies: An approach using Clark-Haussmann's formula
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+The rate of convergence of the binomial tree scheme
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