An exact and explicit formula for pricing lookback options with regime switching (Q2083405): Difference between revisions

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+The Pricing of Options and Corporate Liabilities
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+Normal rank
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+Pricing exotic options under regime switching
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+AMERICAN OPTIONS WITH REGIME SWITCHING
@@ Property / cites work: AMERICAN OPTIONS WITH REGIME SWITCHING / rank @@
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+Q4323296
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+Information and option pricings
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+An analytic pricing formula for lookback options under stochastic volatility
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+Numerically solving nonlinear problems by the homotopy analysis method
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+Sub-replication and replenishing premium: Efficient pricing of multi-state lookbacks
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+Q5297394
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+An exact and explicit solution for the valuation of American put options
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+A new exact solution for pricing European options in a two-state regime-switching economy
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