The following pages link to QUANTO LOOKBACK OPTIONS (Q4673851):
Displaying 14 items.
- Valuing American floating strike lookback option and Neumann problem for inhomogeneous Black-Scholes equation (Q344266) (← links)
- Pricing vulnerable path-dependent options using integral transforms (Q344273) (← links)
- Lookback options and dynamic fund protection under multiscale stochastic volatility (Q882460) (← links)
- Matching asymptotics in path-dependent option pricing (Q968852) (← links)
- Lookback option pricing problem of uncertain mean-reverting currency model (Q2100489) (← links)
- Closed-form pricing formula for foreign equity option with credit risk (Q2167080) (← links)
- Option pricing formulas in a new uncertain mean-reverting stock model with floating interest rate (Q2213406) (← links)
- \((1+2)\)-dimensional Black-Scholes equations with mixed boundary conditions (Q2286191) (← links)
- Pricing of fixed-strike lookback options on assets with default risk (Q2298860) (← links)
- Lookback options pricing for uncertain financial market (Q2318289) (← links)
- A real option approach to optimal inventory management of retail products (Q2358871) (← links)
- (Q6043631) (← links)
- Valuing of timer path-dependent options (Q6089609) (← links)
- Explicit pricing formulas for vulnerable path-dependent options with early counterparty credit risk (Q6161979) (← links)
