A mathematical modeling for the lookback option with jump-diffusion using binomial tree method (Q633968): Difference between revisions

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+Martingales and arbitrage in multiperiod securities markets
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+Convergence of the Binomial Tree Method for American Options in a Jump-Diffusion Model
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+Optimal stopping, free boundary, and American option in a jump-diffusion model
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+Option pricing: A simplified approach
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+PRICING OF AMERICAN PATH-DEPENDENT CONTINGENT CLAIMS
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+Convergence of Binomial Tree Methods for European/American Path-Dependent Options
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+Numerical analysis on binomial tree methods for a jump-diffusion model.
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+Convergence of the binomial tree method for Asian options in jump-diffusion models
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+Option pricing when underlying stock returns are discontinuous
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+Optimal Control on the $L^\infty $ Norm of a Diffusion Process
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+Convergence of the Critical Price In the Approximation of American Options
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+American Options with Lookback Payoff
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+CHARACTERIZATION OF OPTIMAL STOPPING REGIONS OF AMERICAN ASIAN AND LOOKBACK OPTIONS
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