Open Access System for Information Sharing

Login Library

 

Conference
Cited 0 time in webofscience Cited 0 time in scopus
Metadata Downloads

A New Lattice Method for Lookback Options with Regime-Switching Volatility

Title
A New Lattice Method for Lookback Options with Regime-Switching Volatility
Authors
장봉규윤지희최우진임병화
POSTECH Authors
장봉규
Date Issued
7-Nov-2009
Publisher
한국재무관리학회(KFMA)
URI
http://oasis.postech.ac.kr/handle/2014.oak/59860
Article Type
Conference
Citation
2009 추계 정기학술연구발표회, 2009-11-07
Files in This Item:
There are no files associated with this item.

qr_code

  • mendeley

Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.

Related Researcher

Researcher

장봉규JANG, BONG GYU
Dept of Industrial & Management Enginrg
Read more

Views & Downloads

Browse