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On the lookback option with fixed strike
Yerkin Kitapbayev
Mathematics
Research output
:
Contribution to journal
›
Article
›
peer-review
3
Scopus citations
Overview
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Dive into the research topics of 'On the lookback option with fixed strike'. Together they form a unique fingerprint.
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Mathematics
Optimal Stopping Problem
100%
Arbitrage
66%
Diffusion Model
66%
Closed Form
33%
Nonlinear Integral Equation
33%
unique solution φ
33%
Function Value
33%
Dimensional Problem
33%
Markov Process
33%