Foreign equity lookback options with guarantees
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DOI: 10.1016/j.frl.2022.102963
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References listed on IDEAS
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Cited by:
- Lee, Hangsuck & Ha, Hongjun & Kim, Eunchae & Lee, Minha, 2024. "Quanto fund protection using partial lookback participation," The North American Journal of Economics and Finance, Elsevier, vol. 73(C).
- Lee, Hangsuck & Ha, Hongjun & Kong, Byungdoo, 2024. "Foreign equity lookback options with partial monitoring," Finance Research Letters, Elsevier, vol. 67(PA).
- Lee, Hangsuck & Ha, Hongjun & Lee, Minha, 2023. "Partial quanto lookback options," The North American Journal of Economics and Finance, Elsevier, vol. 64(C).
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More about this item
Keywords
Foreign equity lookback option; Extreme-or-nothing expectation; Joint reflection principle;All these keywords.
JEL classification:
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
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