The British lookback option with fixed strike
Yerkin Kitapbayev (School of Mathematics, The University of Manchester, Manchester, UK)
| Year of publication: |
July-September 2015
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| Authors: | Kitapbayev, Yerkin |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 22.2015, 3/4, p. 238-260
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| Subject: | British lookback option with fixed strike | American lookback option | arbitrage-free price | fixed strike | optimal stopping | geometric Brownian motion | parabolic free boundary problem | local time-space calculus | nonlinear integral equation | Optionspreistheorie | Option pricing theory | Arbeitskampf | Industrial action | Großbritannien | United Kingdom | Optionsgeschäft | Option trading |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1350486X.2015.1019156 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011436202