Pages that link to "Item:Q5901000"
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The following pages link to Finite Difference Approximation for Pricing the American Lookback Option (Q5901000):
Displaying 3 items.
- A fast numerical method for the valuation of American lookback put options (Q2198448) (← links)
- An efficient numerical method for the valuation of American multi-asset options (Q2204166) (← links)
- Hedging lookback-barrier option by Malliavin calculus in a mixed fractional Brownian motion environment (Q6131370) (← links)
