Convergence of European lookback options with floating strike in the binomial model
Fabien Heuwelyckx
| Year of publication: |
2014
|
|---|---|
| Authors: | Heuwelyckx, Fabien |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 17.2014, 4, p. 1-24
|
| Subject: | Binomial model | lookback | floating strike | Black-Scholes | convergence | asymptotic | Arbeitskampf | Industrial action | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | EU-Staaten | EU countries | Statistische Verteilung | Statistical distribution |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010391506