Pages that link to "Item:Q3370588"
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The following pages link to A NEW METHOD OF PRICING LOOKBACK OPTIONS (Q3370588):
Displaying 10 items.
- The pricing of dynamic fund protection with default risk (Q679581) (← links)
- Lookback option pricing for regime-switching jump diffusion models (Q888789) (← links)
- Lookback option pricing under the double Heston model using a deep learning algorithm (Q2099529) (← links)
- Outside barrier lookback options with floating strike (Q2132059) (← links)
- Pricing of American lookback spread options (Q2196549) (← links)
- Pricing of fixed-strike lookback options on assets with default risk (Q2298860) (← links)
- Primal-Dual Active Set Method for American Lookback Put Option Pricing (Q4605731) (← links)
- CLA’s, PLA’s and a new method for pricing general passport options (Q5245459) (← links)
- A New Approach to Pricing Double-Barrier Options with Arbitrary Payoffs and Exponential Boundaries (Q5851725) (← links)
- Hedging lookback-barrier option by Malliavin calculus in a mixed fractional Brownian motion environment (Q6131370) (← links)
