doi:S0927

First Page		Document Content
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		doi:S0927 Add to Reading List Source URL: www.rmi.nus.edu.sg Download Document from Source Website File Size: 259,98 KB Share Document on Facebook

	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 DocID: 1roxL - View Document
	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 DocID: 1riDO - View Document
	doi:S0927 DocID: 1rb0a - View Document
	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 DocID: 1oJyq - View Document
	MANAGEMENT SCIENCE Vol. 57, No. 11, November 2011, pp. 2067–2081 issn eissn 11 5711 2067 http://dx.doi.orgmnsc DocID: 1oEsG - View Document