A Lattice Method for Lookback Options with Regime-Switching Volatilities
- Title
- A Lattice Method for Lookback Options with Regime-Switching Volatilities
- Authors
- 장봉규; 윤지희; 최우진; 임병화
- Date Issued
- 2010-08-30
- Publisher
- PMI of POSTECH
- URI
- https://oasis.postech.ac.kr/handle/2014.oak/59850
- Article Type
- Conference
- Citation
- 2010 International Workshop on Recent Trends in Learning, Computation, and Finance, 2010-08-30
- Files in This Item:
- There are no files associated with this item.
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.