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A New Lattice Method for Lookback Options with Regime-Switching Volatility
- Title
- A New Lattice Method for Lookback Options with Regime-Switching Volatility
- Date Issued
- 2009-11-07
- Publisher
- 한국재무관리학회(KFMA)
- Article Type
- Conference
- Citation
- 2009 추계 정기학술연구발표회, 2009-11-07
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Related Researcher
- 장봉규JANG, BONG GYU
- Dept. of Industrial & Management Eng.