Pring Fixed-Strike Lookback Options |
Lee, Hangsuck (Department of Satistics, Soongsil University) |
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Partial barrier oprions
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Computation of the bivatiate normal integral
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DOI ScienceOn |
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Selective Memory
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Hedging lookback and partial lookback options using Malliavin calculus
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DOI ScienceOn |
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Path Dependent Options : the Case of Lookback Options
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DOI ScienceOn |
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Option Pricing by Esscher Transforms
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Valuing Equity-Indexed Annuities
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DOI |
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Path Dependent Options : Buy at the Low, Sell at the High
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DOI ScienceOn |
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Valuing equity-indexed annuities
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DOI ScienceOn |
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Pricing equity-indexed annuities embedded with exotic options
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Pricing equity-indexed annuities with path-dependent options
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DOI ScienceOn |
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Actuarial bridges to dynamic hedging and option pricing
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DOI ScienceOn |
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Computation of the tivatiate normal integral
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DOI ScienceOn |