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izvesti Poslušnost tam je floating strike lookback option written on a zero bond Hesitate da upraviči Primerno

Lookback option pricing models based on the uncertain fractional-order  differential equation with Caputo type | SpringerLink
Lookback option pricing models based on the uncertain fractional-order differential equation with Caputo type | SpringerLink

PPT - 7.4 Lookback Options PowerPoint Presentation, free download -  ID:5573591
PPT - 7.4 Lookback Options PowerPoint Presentation, free download - ID:5573591

Lookback option pricing under the double Heston model using a deep learning  algorithm | SpringerLink
Lookback option pricing under the double Heston model using a deep learning algorithm | SpringerLink

Frontiers | The Amnesiac Lookback Option: Selectively Monitored Lookback  Options and Cryptocurrencies
Frontiers | The Amnesiac Lookback Option: Selectively Monitored Lookback Options and Cryptocurrencies

PPT - Lookback option PowerPoint Presentation, free download - ID:2151454
PPT - Lookback option PowerPoint Presentation, free download - ID:2151454

Lookback option pricing under the double Heston model using a deep learning  algorithm | SpringerLink
Lookback option pricing under the double Heston model using a deep learning algorithm | SpringerLink

Lookback put option price with respect to different parameters | Download  Scientific Diagram
Lookback put option price with respect to different parameters | Download Scientific Diagram

Lookback option pricing under the double Heston model using a deep learning  algorithm | SpringerLink
Lookback option pricing under the double Heston model using a deep learning algorithm | SpringerLink

Lookback option pricing under the double Heston model using a deep learning  algorithm | SpringerLink
Lookback option pricing under the double Heston model using a deep learning algorithm | SpringerLink

Pricing perpetual American floating strike lookback option under multiscale  stochastic volatility model - ScienceDirect
Pricing perpetual American floating strike lookback option under multiscale stochastic volatility model - ScienceDirect

Entropy | Free Full-Text | Non-Gaussian Closed Form Solutions for Geometric  Average Asian Options in the Framework of Non-Extensive Statistical  Mechanics
Entropy | Free Full-Text | Non-Gaussian Closed Form Solutions for Geometric Average Asian Options in the Framework of Non-Extensive Statistical Mechanics

PDF) Pricing Lookback Options and Dynamic Guarantees
PDF) Pricing Lookback Options and Dynamic Guarantees

Information | Free Full-Text | Dual-Hybrid Modeling for Option Pricing of  CSI 300ETF
Information | Free Full-Text | Dual-Hybrid Modeling for Option Pricing of CSI 300ETF

PDF] Equivalence of floating and fixed strike Asian and lookback options |  Semantic Scholar
PDF] Equivalence of floating and fixed strike Asian and lookback options | Semantic Scholar

Lookback option pricing under the double Heston model using a deep learning  algorithm | SpringerLink
Lookback option pricing under the double Heston model using a deep learning algorithm | SpringerLink

Exotic options: floating and fixed lookback option (FRM T3-45) - YouTube
Exotic options: floating and fixed lookback option (FRM T3-45) - YouTube

Pricing perpetual American floating strike lookback option under multiscale  stochastic volatility model - ScienceDirect
Pricing perpetual American floating strike lookback option under multiscale stochastic volatility model - ScienceDirect

Lookback option pricing under the double Heston model using a deep learning  algorithm | SpringerLink
Lookback option pricing under the double Heston model using a deep learning algorithm | SpringerLink

Lookback options pricing for uncertain financial market | Request PDF
Lookback options pricing for uncertain financial market | Request PDF

Figure 9 from The Amnesiac Lookback Option: Selectively Monitored Lookback  Options and Cryptocurrencies | Semantic Scholar
Figure 9 from The Amnesiac Lookback Option: Selectively Monitored Lookback Options and Cryptocurrencies | Semantic Scholar

Chapter 16. Form : 7. option pricing
Chapter 16. Form : 7. option pricing

JRFM | Free Full-Text | Pricing Path-Dependent Options under Stochastic  Volatility via Mellin Transform
JRFM | Free Full-Text | Pricing Path-Dependent Options under Stochastic Volatility via Mellin Transform

PDF) Pricing and Hedging Path-Dependent Options Under the CEV Process  (2001) | Dmitry Davydov | 347 Citations
PDF) Pricing and Hedging Path-Dependent Options Under the CEV Process (2001) | Dmitry Davydov | 347 Citations

General Properties of Options - CFA, FRM, and Actuarial Exams Study Notes
General Properties of Options - CFA, FRM, and Actuarial Exams Study Notes