Partial quanto lookback options

Author:

Lee Hangsuck,Ha Hongjun,Lee MinhaORCID

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference26 articles.

1. Discretization error in simulation of one-dimensional reflecting Brownian motion;Asmussen;Annals of Applied Probability,1995

2. On the exercise of American quanto options;Battauz;North American Journal of Economics and Finance,2022

3. A new method of pricing lookback options;Buchen;Mathematical Finance,2005

4. On the linkages between stock prices and exchange rates: Evidence from the banking crisis of 2007–2010;Caporale;International Review of Financial Analysis,2014

5. The amnesiac lookback option: Selectively monitored lookback options and cryptocurrencies;Chang;Frontiers in Applied Mathematics and Statistics,2018

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