✦ LIBER ✦

Pricing Lookback and Barrier Options under the CEV Process

✍ Scribed by Phelim P. Boyle and Yisong "Sam" Tian

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On pricing lookback options under the CE

✍ Costabile, Massimo 📂 Article 📅 2006 🏛 Springer ⚖ 143 KB

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✍ Thakoor, Nawdha; Tangman, Désiré Yannick; Bhuruth, Muddun 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 554 KB

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✍ Sang-Hyeon Park; Jeong-Hoon Kim 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 191 KB

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✍ Wong, Hoi Ying; Zhao, Jing 📂 Article 📅 2008 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 488 KB

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✍ Oleg Kudryavtsev; Sergei Levendorskiǐ 📂 Article 📅 2009 🏛 Springer-Verlag 🌐 English ⚖ 526 KB