Closed-form solutions for valuing partial lookback options with random initiation

Geonwoo Kim, Junkee Jeon

Year of publication:	March 2018
Authors:	Kim, Geonwoo ; Jeon, Junkee
Published in:	Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 24.2018, p. 321-327
Subject:	Closed-form solution \| Partial lookback option \| Random initiation \| Optionspreistheorie \| Option pricing theory \| Optionsgeschäft \| Option trading \| Black-Scholes-Modell \| Black-Scholes model \| Stochastischer Prozess \| Stochastic process

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