Simulation of European lookback options (Q2829759)
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scientific article; zbMATH DE number 6649258
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Simulation of European lookback options |
scientific article; zbMATH DE number 6649258 |
Statements
8 November 2016
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pricing of lookback option
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Monte Carlo method
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binomial and trinomial methods
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finite element method
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Simulation of European lookback options (English)
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