Pages that link to "Item:Q2438502"
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The following pages link to A semi-analytic pricing formula for lookback options under a general stochastic volatility model (Q2438502):
Displaying 7 items.
- A recursive pricing formula for a path-dependent option under the constant elasticity of variance diffusion (Q466991) (← links)
- A modified analytical approach for fractional discrete KdV equations arising in particle vibrations (Q1663669) (← links)
- Multi-period multi-criteria (MPMC) valuation of American options based on entropy optimization principles (Q1678729) (← links)
- Optimal exercise boundary of American fractional lookback option in a mixed jump-diffusion fractional Brownian motion environment (Q1992912) (← links)
- Time-delay feedback control of a cantilever beam with concentrated mass based on the homotopy analysis method (Q2109641) (← links)
- A NEW STOPPING PROBLEM AND THE CRITICAL EXERCISE PRICE FOR AMERICAN FRACTIONAL LOOKBACK OPTION IN A SPECIAL MIXED JUMP-DIFFUSION MODEL (Q5050867) (← links)
- Valuation of barrier and lookback options under hybrid CEV and stochastic volatility (Q6104247) (← links)
