The pricing of lookback options and binomial approximation (Q272213)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The pricing of lookback options and binomial approximation |
scientific article |
Statements
The pricing of lookback options and binomial approximation (English)
0 references
20 April 2016
0 references
lookback option
0 references
Cheuk-Vorst model
0 references
pricing
0 references
binomial cumulative distribution function
0 references
asymptotic expansion
0 references
