Uncertain strike lookback options pricing with floating interest rate
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Publication:2036859
DOI10.1007/s11147-020-09170-4zbMath1467.91192MaRDI QIDQ2036859
Ziping Du, Xiangbo Meng, Yanmei Sun, Li-Dong Zhang
Publication date: 30 June 2021
Published in: Review of Derivatives Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11147-020-09170-4
91G30: Interest rates, asset pricing, etc. (stochastic models)
91G20: Derivative securities (option pricing, hedging, etc.)
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