Lookback options and dynamic fund protection under multiscale stochastic volatility
| Year of publication: |
2007
|
|---|---|
| Authors: | Wong, Hoi Ying ; Chan, Chun Man |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 40.2007, 3, p. 357-385
|
| Publisher: |
Elsevier |