A NEW METHOD OF PRICING LOOKBACK OPTIONS (Q3370588)

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A NEW METHOD OF PRICING LOOKBACK OPTIONS
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    title
    A NEW METHOD OF PRICING LOOKBACK OPTIONS (English)
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    author
    Peter W. Buchen
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    Otto Konstandatos
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    publication date
    8 February 2006
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    zbMATH DE Number
    5004611
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    zbMATH Keywords
    exotic options
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    lookback options
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    barrier options
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    option pricing
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    method of images
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    OpenAlex ID
    W2081127909
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