Pricing and Hedging of Lookback Options in...

Pricing and Hedging of Lookback Options in Hyper-exponential Jump Diffusion Models

Hofer, Markus, Mayer, Philipp
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
20
Language:
english
Journal:
Applied Mathematical Finance
DOI:
10.1080/1350486x.2013.774985
Date:
November, 2013
File:
PDF, 225 KB
english, 2013
Conversion to is in progress
Conversion to is failed