Valuation of lookback option under uncertain volatility model (Q2171467)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of lookback option under uncertain volatility model |
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Valuation of lookback option under uncertain volatility model (English)
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9 September 2022
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uncertainty theory
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uncertain volatility model
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lookback option
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parameter estimation
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