The pricing of lookback options and binomial approximation (Q272213): Difference between revisions

@@ Property / author @@
-Karl-Goswin Grosse-Erdmann
@@ Property / author: Karl-Goswin Grosse-Erdmann / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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+W1616795048
@@ Property / OpenAlex ID: W1616795048 / rank @@
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@@ Property / arXiv ID @@
+.02819
@@ Property / arXiv ID: 1502.02819 / rank @@
+Normal rank
@@ Property / cites work @@
+Binomial valuation of lookback options
@@ Property / cites work: Binomial valuation of lookback options / rank @@
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Smooth convergence in the binomial model
@@ Property / cites work: Smooth convergence in the binomial model / 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 @@
+Asymptotics of the price oscillations of a European call option in a tree model
+Normal rank
@@ Property / cites work @@
+Q5827353
@@ Property / cites work: Q5827353 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic finance. An introduction in discrete time
+Normal rank
@@ Property / cites work @@
+CONVERGENCE OF EUROPEAN LOOKBACK OPTIONS WITH FLOATING STRIKE IN THE BINOMIAL MODEL
+Normal rank
@@ Property / cites work @@
+Q4794126
@@ Property / cites work: Q4794126 / rank @@
+Normal rank
@@ Property / cites work @@
+CONVERGENCE OF BARRIER OPTION PRICES IN THE BINOMIAL MODEL
+Normal rank
@@ Property / cites work @@
+Q4905685
@@ Property / cites work: Q4905685 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:272213