Pricing lookback options on the stocks driven by exponential Ornstein-Uhlenbeck process (Q5455620)
From MaRDI portal
!
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 5260289
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Pricing lookback options on the stocks driven by exponential Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 5260289 |
Statements
4 April 2008
0 references
exponential Ornstein-Uhlenbeck process
0 references
martingale method
0 references
option pricing
0 references
0.8723258376121521
0 references
0.8533961176872253
0 references
0.8111362457275391
0 references
0.7869890332221985
0 references
