The following pages link to Double Lookbacks (Q2707192):
Displayed 9 items.
- Lookback options and dynamic fund protection under multiscale stochastic volatility (Q882460) (← links)
- A fast algorithm for numerical solutions to Fortet's equation (Q939562) (← links)
- Double barrier hitting time distributions with applications to exotic options (Q1276457) (← links)
- Pricing algorithms of multivariate path dependent options (Q1347857) (← links)
- A reflection principle for correlated defaults (Q2490052) (← links)
- Explicit Martingale Representations for Brownian Functionals and Applications to Option Hedging (Q3592748) (← links)
- Modelling bonds and credit default swaps using a structural model with contagion (Q3605227) (← links)
- THE SPECTRAL DECOMPOSITION OF THE OPTION VALUE (Q4653015) (← links)
- QUANTO LOOKBACK OPTIONS (Q4673851) (← links)