Pages that link to "Item:Q2874731"

The following pages link to CONVERGENCE OF EUROPEAN LOOKBACK OPTIONS WITH FLOATING STRIKE IN THE BINOMIAL MODEL (Q2874731):

Displaying 3 items.

• The pricing of lookback options and binomial approximation (Q272213) (← links)
• Pricing perpetual American floating strike lookback option under multiscale stochastic volatility model (Q2128181) (← links)
• A fast numerical method for the valuation of American lookback put options (Q2198448) (← links)