Advances in Computational Mathematics · 2003 · 13 citations · 2 references
BusinessEconomicsFinanceFinancial EconomicsPricing TheoryQuantitative FinanceNumerical Methods In FinanceOption PricingOption Pricing ModelsExotic Equity OptionsExotic Interest Rate DerivativesExotic Option ValuationForeign Exchange Exotic OptionsOption Pricing Theory
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Option pricing: A simplified approach
John C. Cox, Stephen A. Ross, Mark Rubinstein · Journal of Financial Economics · 1979 · 6.2K citations
Path Dependent Options: The Case of Lookback Options
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