The British Lookback Option with Fixed Strike (Q4682481)
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scientific article; zbMATH DE number 6938627
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The British Lookback Option with Fixed Strike |
scientific article; zbMATH DE number 6938627 |
Statements
The British Lookback Option with Fixed Strike (English)
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18 September 2018
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British lookback option with fixed strike
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American lookback option
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arbitrage-free price
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fixed strike
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optimal stopping
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geometric Brownian motion
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parabolic free boundary problem
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local time-space calculus
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nonlinear integral equation
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