Mathematical analysis of pricing of lookback performance options (Q4465021): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q1094558 |
Changed an Item |
||
| Property / author | |||
| Property / author: Der-Chen E. Chang / rank | |||
Normal rank | |||
Revision as of 12:12, 22 February 2024
scientific article; zbMATH DE number 2068465
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mathematical analysis of pricing of lookback performance options |
scientific article; zbMATH DE number 2068465 |
Statements
Mathematical analysis of pricing of lookback performance options (English)
0 references
27 May 2004
0 references
Put Option
0 references
Call Option
0 references
Brownian Motion
0 references
Density Function
0 references
Error Function
0 references
