Pages that link to "Item:Q1421714"

The following pages link to Sub-replication and replenishing premium: Efficient pricing of multi-state lookbacks (Q1421714):

Displaying 8 items.

• Reset and withdrawal rights in dynamic fund protection (Q868324) (← links)
• Lookback options and dynamic fund protection under multiscale stochastic volatility (Q882460) (← links)
• An exact and explicit formula for pricing lookback options with regime switching (Q2083405) (← links)
• Option pricing formulas in a new uncertain mean-reverting stock model with floating interest rate (Q2213406) (← links)
• Pricing of fixed-strike lookback options on assets with default risk (Q2298860) (← links)
• Lookback options pricing for uncertain financial market (Q2318289) (← links)
• Turbo warrants under stochastic volatility (Q3605234) (← links)
• (Q6043631) (← links)