Author:
Cheuk Terry H.F.,Vorst Ton C.F.
Subject
Economics and Econometrics,Finance
Reference9 articles.
1. Binomial valuation of lookback options;Babbs,1992
2. The pricing of options on corporate liabilities;Black;Journal of Political Economy,1973
3. Complex barrier options;Cheuk;Journal of Derivatives,1996
4. Path dependent options: buy at the low, sell at the high;Goldman;Journal of Finance,1979
5. Path dependent options, the case of lookback options;Conze;Journal of Finance,1991
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40 articles.
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