Pages that link to "Item:Q5700590"

The following pages link to American Options with Lookback Payoff (Q5700590):

Displaying 19 items.

• Valuing American floating strike lookback option and Neumann problem for inhomogeneous Black-Scholes equation (Q344266) (← links)
• Watermark options (Q503393) (← links)
• A mathematical modeling for the lookback option with jump-diffusion using binomial tree method (Q633968) (← links)
• American lookback option with fixed strike price-2-D parabolic variational inequality (Q640996) (← links)
• On a generalization of the Gerber-Shiu function to path-dependent penalties (Q659187) (← links)
• Optimal surrender strategies and valuations of path-dependent guarantees in variable annuities (Q1622514) (← links)
• Pricing American drawdown options under Markov models (Q2030371) (← links)
• Default probability of American lookback option in a mixed jump-diffusion model (Q2067180) (← links)
• Valuation of cliquet-style guarantees with death benefits (Q2083377) (← links)
• Pricing perpetual American floating strike lookback option under multiscale stochastic volatility model (Q2128181) (← links)
• Pricing of American lookback spread options (Q2196549) (← links)
• A fast numerical method for the valuation of American lookback put options (Q2198448) (← links)
• An integral equation representation approach for valuing Russian options with a finite time horizon (Q2198865) (← links)
• Primal-Dual Active Set Method for American Lookback Put Option Pricing (Q4605731) (← links)
• THE VALUE OF BEING LUCKY: OPTION BACKDATING AND NONDIVERSIFIABLE RISK (Q5010076) (← links)
• An efficient numerical method for pricing a Russian option with a finite time horizon (Q5033385) (← links)
• CHARACTERIZATION OF OPTIMAL STOPPING REGIONS OF AMERICAN ASIAN AND LOOKBACK OPTIONS (Q5472777) (← links)
• (Q6043631) (← links)
• Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods (Q6156163) (← links)