Lookback options and dynamic fund protection under multiscale stochastic volatility.

被引：0
|
作者：
Wong, HY
Chan, CM
机构：
来源：
INSURANCE MATHEMATICS & ECONOMICS | 2005年 / 37卷 / 02期
关键词：
lookback option; dynamic fund protection; multiscale volatility model; black-scholes;
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
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页码：391 / 391
页数：1
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