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Sensitivity Model Analysis of the Floating-strike Lookback Call Option Pricing

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  • Ewa Dziawgo

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  • Ewa Dziawgo, 2006. "Sensitivity Model Analysis of the Floating-strike Lookback Call Option Pricing," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 7, pages 125-132.
    • Handle: RePEc:cpn:umkdem:v:7:y:2006:p:125-132
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    References listed on IDEAS

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    1. Goldman, M Barry & Sosin, Howard B & Gatto, Mary Ann, 1979. "Path Dependent Options: "Buy at the Low, Sell at the High"," Journal of Finance, American Finance Association, vol. 34(5), pages 1111-1127, December.
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