The Price of a lookback option as the solution of a...

Computational Mathematics and Modeling 2009 / 01 Vol. 20; Iss. 1

The Price of a lookback option as the solution of a boundary-value problem for the heat equation

V. V. Morozov, D. L. Muravei
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Volume:
20
Language:
english
Pages:
6
DOI:
10.1007/s10598-009-9020-7
Date:
January, 2009
File:
PDF, 72 KB
english, 2009
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