A mathematical modeling for the lookback option with jump-diffusion using binomial tree method (Q633968): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.cam.2011.05.002 / rank
 
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Latest revision as of 08:21, 4 July 2024

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A mathematical modeling for the lookback option with jump-diffusion using binomial tree method
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    A mathematical modeling for the lookback option with jump-diffusion using binomial tree method (English)
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    2 August 2011
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    binomial tree method
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    lookback option
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    jump-diffusion model
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    viscosity solution
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