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KIM, KWANG IK(김광익)
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Dept of Mathematics(수학과)
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Publication & Time Cited Count (For the Last 5 years)
Results 1-1 of 1 (Search time: 0.001 seconds).
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Date issued
2011
1
Type
Article
1
Subject
AMERICAN OPTIONS
1
Binomial tree method
1
CONVERGENCE
1
EQUATIONS
1
Jump-diffusion model
1
Lookback option
1
Viscosity solution
1
VISCOSITY SOLUTIONS
1
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SCIE
1
SCOPUS
1
Applied search limites :
Author
: Qian, XS
Subject
: VISCOSITY SOLUTIONS
Subject
: Jump-diffusion model
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Article
A mathematical modeling for the lookback option with jump-diffusion using binomial tree method
SCIE
SCOPUS
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, vol. 235, no. 17, page. 5140 - 5154, 2011-07-01
Kim, KI
;
Park, HS
;
Qian, XS
1
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