Lookback options and dynamic fund protection under multiscale stochastic volatility (Q882460): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 02:29, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lookback options and dynamic fund protection under multiscale stochastic volatility |
scientific article |
Statements
Lookback options and dynamic fund protection under multiscale stochastic volatility (English)
0 references
23 May 2007
0 references
dynamic fund protection
0 references
lookback options
0 references
stochastic volatility
0 references
