An analytic pricing formula for lookback options under stochastic volatility (Q1761583)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6107012
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | An analytic pricing formula for lookback options under stochastic volatility |
scientific article; zbMATH DE number 6107012 |
Statements
An analytic pricing formula for lookback options under stochastic volatility (English)
0 references
15 November 2012
0 references
lookback options
0 references
stochastic volatility
0 references
pricing options
0 references
homotopy analysis method
0 references
0.8739506006240845
0 references
0.8449898362159729
0 references
0.8155894875526428
0 references
0.8137302994728088
0 references
