Pages that link to "Item:Q4994409"
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The following pages link to Lookback options with discrete and partial monitoring of the underlying price (Q4994409):
Displaying 8 items.
- Closed-form solutions for guaranteed minimum accumulation and death benefits (Q303739) (← links)
- Intermediate rank lattice rules and applications to finance (Q960285) (← links)
- Pricing perpetual American floating strike lookback option under multiscale stochastic volatility model (Q2128181) (← links)
- Outside barrier lookback options with floating strike (Q2132059) (← links)
- Option pricing formulas in a new uncertain mean-reverting stock model with floating interest rate (Q2213406) (← links)
- Lookback options pricing for uncertain financial market (Q2318289) (← links)
- Pricing vulnerable lookback options using Laplace transforms (Q6581980) (← links)
- On pricing of discrete Asian and Lookback options under the Heston model (Q6625112) (← links)