Pricing of lookback options under stochastic interest rates (Q3501608)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 5284302
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Pricing of lookback options under stochastic interest rates |
scientific article; zbMATH DE number 5284302 |
Statements
3 June 2008
0 references
equivalent martingale measures
0 references
Girsanov theorem
0 references
0.8162087202072144
0 references
0.8156264424324036
0 references
0.8155894875526428
0 references
0.8117740154266357
0 references
0.8111083507537842
0 references
