A NEW METHOD OF PRICING LOOKBACK OPTIONS (Q3370588)
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scientific article; zbMATH DE number 5004611
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A NEW METHOD OF PRICING LOOKBACK OPTIONS |
scientific article; zbMATH DE number 5004611 |
Statements
A NEW METHOD OF PRICING LOOKBACK OPTIONS (English)
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8 February 2006
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exotic options
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lookback options
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barrier options
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option pricing
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method of images
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0.8286592364311218
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0.8235185146331787
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0.8227155208587646
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0.8162087202072144
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0.8137302994728088
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