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Lookback option
Pricing and Hedging of Lookback Options in Hyper-Exponential Jump Diffusion Models
A Discrete-Time Approach to Evaluate Path-Dependent Derivatives in a Regime-Switching Risk Model
Quanto Lookback Options
Static Replication of Exotic Options Andrew Chou JUL 241997 Eng
Discretely Monitored Look-Back Option Prices and Their Sensitivities in Levy´ Models
Lecture 2: Options and Investments
Pricing Lookback Option Under Stochastic Volatility
Barrier Options in the Black-Scholes Framework
Lookback Options
Efficient Procedure for Valuing American Lookback Put Options
Risk-Neutral Asset Pricing
Valuation of American Strangle Option: Variational Inequality Approach
CHAPTER 4 Path Dependent Options
Model Risk in Option Pricing Dr. Manuela Ender
Lookback Options and Diffusion Hitting Times: a Spectral Expansion Approach
Lookback Options
Salomon Smith Barney Exotic Equity Derivatives Manual
Pricing Lookback Options Under Multiscale Stochastic Volatility
Top View
Package 'Fexoticoptions'
Convergence of European Lookback Options with Floating Strike in the Binomial Model
Pricing of American Lookback Options Using Linear Programming Michael Alexander Wagner University of Wisconsin-Milwaukee
FX Options and Structured Products 2E
The Valuation of Forward-Start Rainbow Options
Math 181 Lecture 17 Exotic Options
Lookback Option Pricing with Fixed Proportional Transaction Costs Under Fractional Brownian Motion
September 2017 Examination INDICATIVE SOLUTION
Appendix 1: Option Valuation
Pricing Lookback Option Using Multinomial Lattice -.: Scientific Press International Limited
Barrier, Asian and Lookback Options; Swaps Currency, Commodity and Futures Options
7. Barrier Options, Lookback Options and Asian Options
Ch 9. Lookback Option
1 MANAGING OPTIONS RISK for EXOTIC OPTIONS an Exotic
The Amnesiac Lookback Option: Selectively Monitored Lookback Options and Cryptocurrencies
THE COMPLETE GUIDE to Option Pricing Formulas
Path-Dependent Option Pricing: Efficient Methods for Levy´ Models
Investment and Financial Markets Study Note
Pricing and Hedging Lookback Options Using Black-Scholes in Borsa Istanbul
Is a Financial Instrument Whose Payoff Is Derived from an Asse
An Exact and Explicit Formula for Pricing Lookback Options With
Arbitrage Bounds for Prices of Weighted Variance Swaps
Convergence of European Lookback Options with Floating Strike in the Binomial Model
The and Structured Products of Equity
Discrete Barrier and Lookback Options