Integral price formulas for lookback options.

Xu, Chenglong; Kwok, Yue Kuen

Journal of Applied Mathematics (2005)

  • Volume: 2005, Issue: 2, page 117-125
  • ISSN: 1110-757X

How to cite

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Xu, Chenglong, and Kwok, Yue Kuen. "Integral price formulas for lookback options.." Journal of Applied Mathematics 2005.2 (2005): 117-125. <http://eudml.org/doc/45036>.

@article{Xu2005,
author = {Xu, Chenglong, Kwok, Yue Kuen},
journal = {Journal of Applied Mathematics},
language = {eng},
number = {2},
pages = {117-125},
publisher = {Hindawi Publishing Corporation, New York},
title = {Integral price formulas for lookback options.},
url = {http://eudml.org/doc/45036},
volume = {2005},
year = {2005},
}

TY - JOUR
AU - Xu, Chenglong
AU - Kwok, Yue Kuen
TI - Integral price formulas for lookback options.
JO - Journal of Applied Mathematics
PY - 2005
PB - Hindawi Publishing Corporation, New York
VL - 2005
IS - 2
SP - 117
EP - 125
LA - eng
UR - http://eudml.org/doc/45036
ER -

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