Binomial valuation of lookback options

Journal of Economic Dynamics and Control

Volumn 24, Issue 11-12, 2000, Pages 1499-1525

  Babbs, Simon ^a,b  

^a Bank One   (United States)

^b UNIVERSITY OF WARWICK   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0012744583     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1889(99)00085-8     Document Type: Article

References (28)

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