Pages that link to "Item:Q1761583"

The following pages link to An analytic pricing formula for lookback options under stochastic volatility (Q1761583):

Displaying 13 items.

• Homotopy analysis method for boundary-value problem of turbo warrant pricing under stochastic volatility (Q370128) (← links)
• Improved maximum likelihood estimation of Heston model and pricing efficiency test: Hong Kong Hang Seng index option (Q1793537) (← links)
• Optimal exercise boundary of American fractional lookback option in a mixed jump-diffusion fractional Brownian motion environment (Q1992912) (← links)
• An explicit analytic formula for pricing barrier options with regime switching (Q2018548) (← links)
• Default probability of American lookback option in a mixed jump-diffusion model (Q2067180) (← links)
• An exact and explicit formula for pricing lookback options with regime switching (Q2083405) (← links)
• Lookback option pricing under the double Heston model using a deep learning algorithm (Q2099529) (← links)
• Semi-analytical prices for lookback and barrier options under the Heston model (Q2292063) (← links)
• Pricing of fixed-strike lookback options on assets with default risk (Q2298860) (← links)
• A semi-analytic pricing formula for lookback options under a general stochastic volatility model (Q2438502) (← links)
• Homotopy analysis method for portfolio optimization problem under the 3/2 model (Q2661941) (← links)
• (Q6043631) (← links)
• Valuation of barrier and lookback options under hybrid CEV and stochastic volatility (Q6104247) (← links)