Path Dependent Options: The Case of Lookback Options

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Abstract
Cite
CONZE, ANTOINE. “Path Dependent Options: The Case of Lookback Options”. The Journal of Finance, vol. 46, no. 5, 1991, pp. 1893-07, https://doi.org/10.1111/j.1540-6261.1991.tb04648.x.
CONZE, A. (1991). Path Dependent Options: The Case of Lookback Options. The Journal of Finance, 46(5), 1893-1907. https://doi.org/10.1111/j.1540-6261.1991.tb04648.x
CONZE, ANTOINE. “Path Dependent Options: The Case of Lookback Options”. The Journal of Finance 46, no. 5 (1991): 1893-1907. https://doi.org/10.1111/j.1540-6261.1991.tb04648.x.
CONZE A. Path Dependent Options: The Case of Lookback Options. The Journal of Finance. 1991;46(5):1893-907.
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Citations Analysis
Category Category Repetition
Science: Mathematics43
Social Sciences: Finance24
Social Sciences: Economic theory. Demography: Economics as a science22
Social Sciences: Commerce: Business21
Science: Mathematics: Probabilities. Mathematical statistics17
Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods14
Social Sciences: Statistics11
Technology: Engineering (General). Civil engineering (General)9
Science: Physics7
Technology: Manufactures: Production management. Operations management7
Science: Mathematics: Instruments and machines: Electronic computers. Computer science6
Science: Physics: Electricity and magnetism: Electricity: Plasma physics. Ionized gases5
Social Sciences: Commerce: Business: Personnel management. Employment management4
Social Sciences: Commerce: Business: Accounting. Bookkeeping3
Social Sciences: Industries. Land use. Labor: Management. Industrial management3
Science: Chemistry: Physical and theoretical chemistry3
Technology: Mechanical engineering and machinery3
Technology: Electrical engineering. Electronics. Nuclear engineering: Electronics3
Science: Mathematics: Instruments and machines: Electronic computers. Computer science: Computer software2
Technology: Engineering (General). Civil engineering (General): Mechanics of engineering. Applied mechanics2
Technology: Electrical engineering. Electronics. Nuclear engineering: Telecommunication1
Science: Science (General): Cybernetics: Information theory1
Technology: Technology (General): Industrial engineering. Management engineering: Information technology1
Social Sciences: Industries. Land use. Labor: Management. Industrial management: Risk in industry. Risk management1
The category Science: Mathematics 43 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled A Discrete Time Approach for European and American Barrier Options and was published in 1995. The most recent citation comes from a 2024 study titled Hedging lookback-barrier option by Malliavin calculus in a mixed fractional Brownian motion environment. This article reached its peak citation in 2022, with 10 citations. It has been cited in 52 different journals, 3% of which are open access. Among related journals, the SSRN Electronic Journal cited this research the most, with 13 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year