Lookback options and dynamic fund protection under multiscale stochastic volatility
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Publication:882460
DOI10.1016/j.insmatheco.2006.05.006zbMath1183.91173OpenAlexW2065919465MaRDI QIDQ882460
Publication date: 23 May 2007
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2006.05.006
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