A NEW METHOD OF PRICING LOOKBACK OPTIONS
Year of publication: |
2005
|
---|---|
Authors: | Buchen, Peter ; Konstandatos, Otto |
Published in: |
Mathematical Finance. - Wiley Blackwell, ISSN 0960-1627. - Vol. 15.2005, 2, p. 245-259
|
Publisher: |
Wiley Blackwell |
Saved in:
freely available
Saved in favorites
Similar items by person
-
A new approach to pricing double-barrier options with arbitrary payoffs and exponential boundaries
Buchen, Peter W., (2009)
-
Bermin, Hans-Peter, (2008)
-
A new method of pricing lookback options
Buchen, Peter W., (2005)
- More ...