Pages that link to "Item:Q4541565"
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The following pages link to Random walk duality and the valuation of discrete lookback options (Q4541565):
Displaying 6 items.
- Chapman-Kolmogorov lattice method for derivatives pricing (Q505800) (← links)
- Numerical valuation of discrete double barrier options (Q847225) (← links)
- Computing exponential moments of the discrete maximum of a Lévy process and lookback options (Q964688) (← links)
- Analysis of quadrature methods for pricing discrete barrier options (Q1017005) (← links)
- Exercise Regions And Efficient Valuation Of American Lookback Options (Q4827313) (← links)
- A moment expansion approach to option pricing (Q5697340) (← links)
