The pricing of lookback options and binomial approximation (Q272213): Difference between revisions
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Revision as of 23:52, 4 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The pricing of lookback options and binomial approximation |
scientific article |
Statements
The pricing of lookback options and binomial approximation (English)
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20 April 2016
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lookback option
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Cheuk-Vorst model
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pricing
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binomial cumulative distribution function
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asymptotic expansion
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