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Lookback option
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1	Numerical pricing of discrete barrier and lookback options via Laplace transforms Giovanni Petrella and Steven Kou 331 Mudd Building, Department of IEOR, Columbia University, New York, NY 10027, USA Most contracts of ba Add to Reading List Source URL: www.rmi.nus.edu.sg Language: English - Date: 2004-09-23 12:01:54 Mathematical analysis Fourier analysis Mathematical physics Differential equations Investment Lookback option Laplace transform Fourier transform Symbol Wave equation
2	Pricing, No-arbitrage Bounds and Robust Hedging of Installment Options Mark Davis, Walter Schachermayer and Robert Tompkins Financial and Actuarial Mathematics Group Technische Universitat, Vienna, Austria September 1 Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2009-01-27 08:17:16 Options Economy Mathematical finance Finance Money BlackScholes model Putcall parity Barrier option Put option Lookback option Forward contract Valuation of options
3	doi:S0927 Add to Reading List Source URL: www.rmi.nus.edu.sg Language: English - Date: 2007-12-06 11:00:36 Options Economy Finance Money Investment Lookback option Barrier option Mathematical finance Option style Asian option Normal distribution Option
4	B I N O M I A L O P T I O N P R I C I N G, T H E B L A C K-S C H O L E S O P T I O N P R I C I N G F O R M U L A, A N D E X O T I C O P T I O N S Binomial Option Pricing, the Black-Scholes Option Pricing Formula, and Ex Add to Reading List Source URL: pluto.mscc.huji.ac.il Language: English - Date: 2014-02-02 05:57:49 Mathematical finance Options Probability distributions Investment Equations BlackScholes model Normal distribution Log-normal distribution Asian option Binomial options pricing model Lookback option
5	MANAGEMENT SCIENCE Vol. 57, No. 11, November 2011, pp. 2067–2081 issn eissn 11 5711 2067 http://dx.doi.orgmnsc Add to Reading List Source URL: www.rmi.nus.edu.sg Language: English - Date: 2011-12-14 17:41:48 Probability distributions Stochastic processes Options Mathematical finance Exponentials Lookback option BlackScholes model Exponential distribution Weibull distribution Normal distribution Jump diffusion Phase-type distribution
6	Pricing Algorithms for Options with Exotic Path-Dependence The advantage of the forward shooting grid approach over the finite-difference approach becomes more apparent when the governing differential equation for the op Add to Reading List Source URL: www.csc.ust.hk Language: English - Date: 2002-01-21 19:48:38 Option style Asian option Lookback option Barrier option Binary option Option Black–Scholes Call option Valuation of options Financial economics Options Finance
7	Quanto lookback options Min Dai Institute of Mathematics and Department of Financial Mathematics Peking University, Beijing, China (e-mails: ) Hoi Ying Wong Add to Reading List Source URL: www.csc.ust.hk Language: English - Date: 2002-01-21 19:48:54 Investment Lookback option Quanto Option style Black–Scholes Strike price Call option Moneyness Futures contract Financial economics Options Finance
8	Minimax Option Pricing Meets Black-Scholes in the Limit ∗ Jacob Abernethy Rafael M. Frongillo Add to Reading List Source URL: web.eecs.umich.edu Language: English - Date: 2013-10-28 18:03:14 Martingale theory Mathematical finance Equations Options Black–Scholes Wiener process Martingale Lookback option Brownian motion Statistics Stochastic processes Probability theory
9	S – Approximations of Special Functions S30BAF NAG Library Routine Document S30BAF Add to Reading List Source URL: nag.com Language: English - Date: 2013-01-25 10:47:20 Germanic languages Finance Financial economics Investment Lookback option Thorn Eth Normal distribution Icelandic language Middle English language Old English language
10	Asymptotic Method for Singularity in Path-Dependent Option Pricing Sang-Hyeon Park, Jeong-Hoon Kim Dept. Math. Yonsei University June 2010 Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-25 10:24:10 Quantum mechanics Lookback option Asymptotic analysis Perturbation theory Mathematics Finance Investment Economics

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