Pages that link to "Item:Q1583140"
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The following pages link to Binomial valuation of lookback options (Q1583140):
Displayed 5 items.
- Double-exponential fast Gauss transform algorithms for pricing discrete lookback options (Q2503998) (← 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)
- Exercise Regions And Efficient Valuation Of American Lookback Options (Q4827313) (← links)