Uncertain strike lookback options pricing with floating interest rate
Year of publication: |
2021
|
---|---|
Authors: | Zhang, Lidong ; Sun, Yanmei ; Du, Ziping ; Meng, Xiangbo |
Published in: |
Review of derivatives research. - Dordrecht [u.a.] : Springer Science + Business Media B.V, ISSN 1573-7144, ZDB-ID 2004343-0. - Vol. 24.2021, 1, p. 79-94
|
Subject: | Uncertain process | Floating interest rate | Uncertain strike price | Lookback option | Optionspreistheorie | Option pricing theory | Zins | Interest rate | Arbeitskampf | Industrial action | Risiko | Risk |
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