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Valuation of American Lookback-Options and the Distribution of Kronecker Sequences Cover

Valuation of American Lookback-Options and the Distribution of Kronecker Sequences

Uniform distribution theory
Volume 20 (2025): Issue 1 (May 2025)
By: Gerhard Larcher and  Stefan Pomberger  
Open Access
|Jun 2025

Authors

Gerhard Larcher

Institute of Financial Mathematics and Applied Number, Theory Johannes Kepler University Linz, Austria

Stefan Pomberger

stefan.pomberger@stanaholdingag.ch

Institute of Financial Mathematics and Applied Number, Theory Johannes Kepler University Linz, Austria
DOI: https://doi.org/10.2478/udt-2025-0001 | Journal eISSN: 2309-5377 | Journal ISSN: 1336-913X
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Language: English
Page range: 1 - 15
Submitted on: Oct 24, 2024
Accepted on: Apr 29, 2025
Published on: Jun 3, 2025
Published by: Slovak Academy of Sciences, Mathematical Institute
In partnership with: Paradigm Publishing Services
Publication frequency: 2 issues per year
Keywords:
lookback options,
derivative pricing,
discrepancy,
Koksma-Hlawka-inequality
Related subjects:
Mathematics,
Algebra and number theory,
Discrete mathematics,
Probability and statistics,
Numerical and computational mathematics

© 2025 Gerhard Larcher, Stefan Pomberger, published by Slovak Academy of Sciences, Mathematical Institute
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

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