An exact and explicit formula for pricing lookback options with regime switching (Q2083405): Difference between revisions

@@ Property / DOI @@
-.3934/jimo.2021203
@@ Property / DOI: 10.3934/jimo.2021203 / rank @@
-Normal rank
@@ Property / author @@
+Song-Ping Zhu
@@ Property / author: Song-Ping Zhu / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3215241970
@@ Property / OpenAlex ID: W3215241970 / rank @@
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@@ 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 @@
+Pricing exotic options under regime switching
@@ Property / cites work: Pricing exotic options under regime switching / rank @@
+Normal rank
@@ Property / cites work @@
+AMERICAN OPTIONS WITH REGIME SWITCHING
@@ Property / cites work: AMERICAN OPTIONS WITH REGIME SWITCHING / rank @@
+Normal rank
@@ Property / cites work @@
+Q4323296
@@ Property / cites work: Q4323296 / rank @@
+Normal rank
@@ Property / cites work @@
+Information and option pricings
@@ Property / cites work: Information and option pricings / rank @@
+Normal rank
@@ Property / cites work @@
+An analytic pricing formula for lookback options under stochastic volatility
+Normal rank
@@ Property / cites work @@
+Numerically solving nonlinear problems by the homotopy analysis method
+Normal rank
@@ Property / cites work @@
+Sub-replication and replenishing premium: Efficient pricing of multi-state lookbacks
+Normal rank
@@ Property / cites work @@
+Q5297394
@@ Property / cites work: Q5297394 / rank @@
+Normal rank
@@ Property / cites work @@
+An exact and explicit solution for the valuation of American put options
+Normal rank
@@ Property / cites work @@
+A new exact solution for pricing European options in a two-state regime-switching economy
+Normal rank
@@ Property / DOI @@
+.3934/JIMO.2021203
@@ Property / DOI: 10.3934/JIMO.2021203 / rank @@
+Normal rank