Closed-form solutions for valuing partial lookback options with random initiation
Year of publication: |
March 2018
|
---|---|
Authors: | Kim, Geonwoo ; Jeon, Junkee |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 24.2018, p. 321-327
|
Subject: | Closed-form solution | Partial lookback option | Random initiation | Optionspreistheorie | Option pricing theory |
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