Doprava a spoje 2006, 2(1)

OCEŇOVANIE LOOKBACK OPCIÍ

Lucia Vrábelová, Iveta Kremeňová

This paper deals with financial derivate's pricing, especially lookback option's pricing, using the Binomial Tree Model. The price of European lookback option calculated from Binomial Tree model is compared with the price of the same American lookback option calculated from Binomial Model.

Published: March 30, 2006  Show citation

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Vrábelová, L., & Kremeňová, I. (2006). OCEŇOVANIE LOOKBACK OPCIÍ. Doprava a spoje, 2(1), 
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