The British Lookback Option with Fixed Strike
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References listed on IDEAS
- Kristoffer Glover & Goran Peskir & Farman Samee, 2010. "The British Russian Option," Research Paper Series 269, Quantitative Finance Research Centre, University of Technology, Sydney.
- Goran Peskir & Farman Samee, 2013. "The British call option," Quantitative Finance, Taylor & Francis Journals, vol. 13(1), pages 95-109, January.
- Goran Peskir & Farman Samee, 2011. "The British Put Option," Applied Mathematical Finance, Taylor & Francis Journals, vol. 18(6), pages 537-563, April.
- Pavel V. Gapeev, 2006. "Discounted Optimal Stopping for Maxima of some Jump-Diffusion Processes," SFB 649 Discussion Papers SFB649DP2006-059, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Kristoffer Glover & Goran Peskir & Farman Samee, 2009. "The British Asian Option," Research Paper Series 249, Quantitative Finance Research Centre, University of Technology, Sydney.
- Goran Peskir, 2005. "On The American Option Problem," Mathematical Finance, Wiley Blackwell, vol. 15(1), pages 169-181.
- Pavel V. Gapeev, 2006. "Discounted Optimal Stopping for Maxima in Diffusion Models with Finite Horizon," SFB 649 Discussion Papers SFB649DP2006-057, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Goran Peskir, 2005. "The Russian option: Finite horizon," Finance and Stochastics, Springer, vol. 9(2), pages 251-267, April.
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- Damir Filipovic & Yerkin Kitapbayev, 2016. "On the American swaption in the linear-rational framework," Papers 1607.02067, arXiv.org, revised Feb 2018.
- repec:wsi:ijtafx:v:20:y:2017:i:04:n:s0219024917500303 is not listed on IDEAS
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