Lookback options pricing when parameters depend on stock price (Q4926846)
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scientific article; zbMATH DE number 6179052
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Lookback options pricing when parameters depend on stock price |
scientific article; zbMATH DE number 6179052 |
Statements
20 June 2013
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Brownian motion
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option pricing
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Black-Scholes model
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lookback option
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0.8118035793304443
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0.8117740154266357
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0.808944821357727
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0.8024342656135559
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0.8016838431358337
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