Mathematical analysis of pricing of lookback performance options (Q4465021): Difference between revisions
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Revision as of 15:58, 5 March 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)
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27 May 2004
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Put Option
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Call Option
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Brownian Motion
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Density Function
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Error Function
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