Lookback options and dynamic fund protection under multiscale stochastic volatility (Q882460)
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scientific article; zbMATH DE number 5156661
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lookback options and dynamic fund protection under multiscale stochastic volatility |
scientific article; zbMATH DE number 5156661 |
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Lookback options and dynamic fund protection under multiscale stochastic volatility (English)
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23 May 2007
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dynamic fund protection
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lookback options
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stochastic volatility
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