Lookback option

Results: 17



#Item
11Economics / Investment / Stochastic processes / Options / Lookback option / Risk-neutral measure / Valuation / Semimartingale / Black–Scholes / Financial economics / Finance / Mathematical finance

The model Analysis of Fourier Transform Valuation Formulas and Applications Valuation

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-17 10:26:13
12Mathematical finance / Economics / Investment / Stochastic processes / Black–Scholes / Asian option / Option style / Lookback option / Monte Carlo methods in finance / Financial economics / Options / Finance

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Source URL: www.federalreserve.gov

Language: English - Date: 2001-09-12 17:44:34
13Investment / Option style / Exotic option / Lookback option / Binary option / Asian option / Call option / Black–Scholes / Option / Financial economics / Options / Finance

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Source URL: media.wiley.com

Language: English - Date: 2014-04-14 07:16:10
14Options / Mathematical finance / Financial markets / Lookback option / Hedge fund / Futures contract / Straddle / Black–Scholes / Put option / Financial economics / Finance / Investment

The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers William Fung PI Asset Management, LLC David A. Hsieh

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Source URL: www.edge-fund.com

Language: English - Date: 2005-10-27 17:05:37
15Investment / Option style / Barrier option / Option / Binary option / Exotic option / Asian option / Lookback option / Call option / Financial economics / Options / Finance

Group V: Hervé Fandom Tchomgouo Francisco J. Gil

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Source URL: prosoftware.se

Language: English - Date: 2007-08-10 08:20:16
16Finance / Economics / Binomial options pricing model / Trinomial tree / Black–Scholes / Stochastic differential equation / Asian option / Rainbow option / Lookback option / Financial economics / Options / Mathematical finance

Author manuscript, published in "Encyclopedia of Quantitative Finance[removed]pages" DOI : [removed][removed]eqf12017

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Source URL: hal.archives-ouvertes.fr

Language: English - Date: 2013-05-22 05:06:50
17Mathematical finance / Investment / Asian option / Forward contract / Put–call parity / Lookback option / Risk-neutral measure / Valuation of options / Binomial options pricing model / Financial economics / Options / Finance

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Source URL: www.stat.columbia.edu

Language: English - Date: 2002-04-29 20:14:04
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