On the lookback option with fixed strike (Q2875280)
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scientific article; zbMATH DE number 6330213
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On the lookback option with fixed strike |
scientific article; zbMATH DE number 6330213 |
Statements
On the lookback option with fixed strike (English)
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14 August 2014
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American lookback option
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fixed strike
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optimal stopping
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finite horizon
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nonlinear integral equation
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change of measure
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0.8157732486724854
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0.815730631351471
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0.806516170501709
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0.8015360236167908
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0.7928599119186401
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