Foreign equity lookback options with partial monitoring
Author:
Funder
National Research Foundation of Korea
Ministry of Science, ICT and Future Planning
Publisher
Elsevier BV
Reference23 articles.
1. The relationship between the US and four Asian stock markets;Aggarwal;ASEAN Econ. Bull.,1989
2. Hedging lookback and partial lookback options using Malliavin calculus;Bermin;Appl. Math. Finance,2000
3. A new method of pricing lookback options;Buchen;Math. Finance,2005
4. Investigating the difference of option’s real values between Lookback option and European option based on price models;Chen;Highlights Bus., Econ. Manag.,2022
5. International portfolio diversification is better than you think;Coeurdacier;J. Int. Money Finance,2011
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