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A new method of pricing lookback options
Buchen, Peter W.; Konstandatos, Otto - In: Mathematical finance : an international journal of … 15 (2005) 2, pp. 245-259
Persistent link: https://www.econbiz.de/10002725467
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A new approach to pricing double-barrier options with arbitrary payoffs and exponential boundaries
Buchen, Peter W.; Konstandatos, Otto - In: Applied mathematical finance 16 (2009) 5/6, pp. 497-515
Persistent link: https://www.econbiz.de/10003916660
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Two exotic lookback options
Bermin, Hans-Peter; Buchen, Peter W.; Konstandatos, Otto - In: Applied mathematical finance 15 (2008) 3/4, pp. 387-402
Persistent link: https://www.econbiz.de/10003751373