On pricing lookback options under the CEV process (Q882493): Difference between revisions
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| Property / cites work: Option pricing: A simplified approach / rank | |||
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| Property / cites work: Pricing and Hedging Path-Dependent Options Under the CEV Process / rank | |||
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| Property / cites work: Lookback options and diffusion hitting times: a spectral expansion approach / rank | |||
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Latest revision as of 19:55, 25 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On pricing lookback options under the CEV process |
scientific article |
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On pricing lookback options under the CEV process (English)
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24 May 2007
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