A NEW METHOD OF PRICING LOOKBACK OPTIONS (Q3370588)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A NEW METHOD OF PRICING LOOKBACK OPTIONS
scientific article

    Statements

    A NEW METHOD OF PRICING LOOKBACK OPTIONS (English)
    0 references
    0 references
    0 references
    8 February 2006
    0 references
    0 references
    exotic options
    0 references
    lookback options
    0 references
    barrier options
    0 references
    option pricing
    0 references
    method of images
    0 references
    0 references