Pricing perpetual American floating strike lookback option under multiscale stochastic volatility model (Q2128181)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing perpetual American floating strike lookback option under multiscale stochastic volatility model |
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Pricing perpetual American floating strike lookback option under multiscale stochastic volatility model (English)
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21 April 2022
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perpetual American lookback option
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multiscale stochastic volatility
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multiscale asymptotic technique
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nonlinear parabolic problem
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