Uncertain strike lookback options pricing with floating interest rate (Q2036859)
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scientific article; zbMATH DE number 7365080
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Uncertain strike lookback options pricing with floating interest rate |
scientific article; zbMATH DE number 7365080 |
Statements
Uncertain strike lookback options pricing with floating interest rate (English)
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30 June 2021
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uncertain process
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floating interest rate
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uncertain strike price
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lookback option
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0.7959455847740173
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0.788853108882904
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0.7879251837730408
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0.7821879982948303
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0.775231659412384
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