Valuing lookback options with barrier
Hangsuck Lee, Eunchae Kim, Bangwon Ko
| Year of publication: |
2022
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|---|---|
| Authors: | Lee, Hangsuck ; Kim, Eunchae ; Ko, Bangwon |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 60.2022, p. 1-19
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| Subject: | Barrier option | Black-Scholes model | Esscher transform | Lookback option | Lookback-barrier option | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2022.101660 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013449142