A mathematical modeling for the lookback option with...

Journal of Computational and Applied Mathematics 2011 Vol. 235; Iss. 17

A mathematical modeling for the lookback option with jump–diffusion using binomial tree method

Kwang Ik Kim, Hyun Suk Park, Xiao-song Qian
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Volume:
235
Year:
2011
Language:
english
Pages:
15
DOI:
10.1016/j.cam.2011.05.002
File:
PDF, 288 KB
english, 2011
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