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

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+Binomial valuation of lookback options
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+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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+Smooth convergence in the binomial model
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+Option pricing: A simplified approach
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+Asymptotics of the price oscillations of a European call option in a tree model
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+Q5827353
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+Stochastic finance. An introduction in discrete time
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+CONVERGENCE OF EUROPEAN LOOKBACK OPTIONS WITH FLOATING STRIKE IN THE BINOMIAL MODEL
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+Q4794126
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+CONVERGENCE OF BARRIER OPTION PRICES IN THE BINOMIAL MODEL
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+Q4905685
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