Pricing and Hedging of Lookback Options in Hyper-exponential Jump Diffusion Models
Hofer, Markus, Mayer, PhilippVolume:
20
Language:
english
Journal:
Applied Mathematical Finance
DOI:
10.1080/1350486x.2013.774985
Date:
November, 2013
File:
PDF, 225 KB
english, 2013