American fractional lookback options: valuation and premium decomposition (Q3019995)
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scientific article; zbMATH DE number 5934219
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | American fractional lookback options: valuation and premium decomposition |
scientific article; zbMATH DE number 5934219 |
Statements
American Fractional Lookback Options: Valuation and Premium Decomposition (English)
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29 July 2011
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American lookback options
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floating strike
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fractional lookback
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Laplace transforms
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valuation
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0.8458787798881531
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0.8238659501075745
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0.8011100888252258
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0.7894870638847351
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0.7869932055473328
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