On the lookback option with fixed strike (Q2875280)

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On the lookback option with fixed strike
scientific article

    Statements

    title
    On the lookback option with fixed strike (English)
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    author
    Yerkin Kitapbayev
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    published in
    Stochastics
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    publication date
    14 August 2014
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    zbMATH Keywords
    American lookback option
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    fixed strike
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    optimal stopping
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    finite horizon
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    nonlinear integral equation
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    change of measure
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    60G40
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    35R35
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    45G10
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    60J60
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    zbMATH DE Number
    6330213
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    OpenAlex ID
    W1992413837
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