A New Lattice Method for Lookback Options with Regime-Switching Volatility
- Title
- A New Lattice Method for Lookback Options with Regime-Switching Volatility
- Authors
- 장봉규; 윤지희; 최우진; 임병화
- Date Issued
- 2009-11-07
- Publisher
- 한국재무관리학회(KFMA)
- URI
- https://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.
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.