Pages that link to "Item:Q1583140"
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The following pages link to Binomial valuation of lookback options (Q1583140):
Displaying 15 items.
- The pricing of lookback options and binomial approximation (Q272213) (← links)
- American lookback option with fixed strike price-2-D parabolic variational inequality (Q640996) (← links)
- Computing exponential moments of the discrete maximum of a Lévy process and lookback options (Q964688) (← links)
- Option pricing: a yet simpler approach (Q2145691) (← links)
- A fast numerical method for the valuation of American lookback put options (Q2198448) (← links)
- Double-exponential fast Gauss transform algorithms for pricing discrete lookback options (Q2503998) (← links)
- CONVERGENCE OF EUROPEAN LOOKBACK OPTIONS WITH FLOATING STRIKE IN THE BINOMIAL MODEL (Q2874731) (← links)
- Fast numerical valuation of American, exotic and complex options (Q4541537) (← links)
- Random walk duality and the valuation of discrete lookback options (Q4541565) (← links)
- A finite element approach to the pricing of discrete lookbacks with stochastic volatility (Q4541570) (← links)
- Primal-Dual Active Set Method for American Lookback Put Option Pricing (Q4605731) (← links)
- One-state variable binomial models for European-/American-style geometric Asian options (Q4647271) (← links)
- Exercise Regions And Efficient Valuation Of American Lookback Options (Q4827313) (← links)
- Lookback option pricing using the Fourier transform B-spline method (Q5245351) (← links)
- Valuing the Guaranteed Minimum Death Benefit Clause with Partial Withdrawals (Q5851724) (← links)
