"A mathematical modeling for the lookback option with jump-diffusion using ..."

Kwang Ik Kim, Hyun Suk Park, Xiao-song Qian (2011)

> Home

Details and statistics

DOI: 10.1016/J.CAM.2011.05.002

access: open

type: Journal Article

metadata version: 2024-10-06

- view
  - electronic edition via DOI (open access)
  authority control:
- export record
  dblp key:
  - journals/jcam/KimPQ11
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/jcam/KimPQ11
Kwang Ik Kim, Hyun Suk Park, Xiao-song Qian:
A mathematical modeling for the lookback option with jump-diffusion using binomial tree method. J. Comput. Appl. Math. 235(17): 5140-5154 (2011)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.