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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 86, 2014 - Issue 3
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Original Articles

On the lookback option with fixed strike

Yerkin KitapbayevSchool of Mathematics, The University of Manchester, Oxford Road, ManchesterM13 9PL, UKCorrespondence[email protected]
Pages 510-526 | Received 08 Oct 2012, Accepted 21 Aug 2013, Published online: 02 Oct 2013

Citations (3)

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Read on this site (1)

Yerkin Kitapbayev. (2015) The British Lookback Option with Fixed Strike. Applied Mathematical Finance 22:3, pages 238-260.
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Articles from other publishers (2)

Yin Gao & Lifen Jia. (2021) Pricing formulas of barrier-lookback option in uncertain financial markets. Chaos, Solitons & Fractals 147, pages 110986.
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Pavel V. Gapeev. (2019) Solving the dual Russian option problem by using change‐of‐measure arguments. High Frequency 2:2, pages 76-84.
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