Lookback options and diffusion hitting times: A spectral expansion approach

Vadim Linetsky*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

60 Scopus citations

Fingerprint

Dive into the research topics of 'Lookback options and diffusion hitting times: A spectral expansion approach'. Together they form a unique fingerprint.

INIS

Mathematics

Engineering