Binomial valuation of lookback options (Q1583140): Difference between revisions

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+MaRDI publication profile
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+Option pricing: A simplified approach
@@ Property / cites work: Option pricing: A simplified approach / rank @@
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+A Nonstandard Approach to Option Pricing
@@ Property / cites work: A Nonstandard Approach to Option Pricing / rank @@
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+Q3969647
@@ Property / cites work: Q3969647 / rank @@
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+Q3808989
@@ Property / cites work: Q3808989 / rank @@
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@@ Property / cites work @@
+Martingales and arbitrage in multiperiod securities markets
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+A Method for Numerical Integration
@@ Property / cites work: A Method for Numerical Integration / rank @@
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+Multinomial Approximating Models for Options with k State Variables
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