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A Lattice Method for Lookback Options with Regime-Switching Volatilities

Title
A Lattice Method for Lookback Options with Regime-Switching Volatilities
Authors
장봉규윤지희최우진임병화
POSTECH Authors
장봉규
Date Issued
30-Aug-2010
Publisher
PMI of POSTECH
URI
http://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
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장봉규JANG, BONG GYU
Dept of Industrial & Management Enginrg
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