The following pages link to Double Lookbacks (Q2707192):
Displaying 8 items.
- Inference in a synchronization game with social interactions (Q301960) (← links)
- Credit valuation adjustment of cap and floor with counterparty risk: a structural pricing model for vulnerable European options (Q315043) (← links)
- Some sequential boundary crossing results for geometric Brownian motion and their applications in financial engineering (Q420141) (← links)
- Efficiently pricing double barrier derivatives in stochastic volatility models (Q488214) (← links)
- QUANTO LOOKBACK OPTIONS (Q4673851) (← links)
- Extrema of multi-dimensional Gaussian processes over random intervals (Q5067212) (← links)
- Hedging lookback-barrier option by Malliavin calculus in a mixed fractional Brownian motion environment (Q6131370) (← links)
- PDE for the joint law of the pair of a continuous diffusion and its running maximum (Q6198067) (← links)
