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- W2051233225 abstract "In the last decade, many kinds of exotic options have been traded and introduced in the financial market. This paper describes a new kind of exotic option, lookback options with knock‐out boundaries. These options are knock‐out options whose pay‐offs depend on the extrema of a given securities price over a certain period of time. Closed form expressions for the price of seven kinds of lookback options with knock‐out boundaries are obtained in this article. The numerical studies have also been presented." @default.
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- W2051233225 date "2006-06-01" @default.
- W2051233225 modified "2023-09-24" @default.
- W2051233225 title "Pricing Lookback Options with Knock‐out Boundaries" @default.
- W2051233225 cites W2052619408 @default.
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- W2051233225 doi "https://doi.org/10.1080/13504860600563028" @default.
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