Pricing chained dynamic fund protection
Year of publication: |
July 2016
|
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Authors: | Han, Heejae ; Jeon, Junkee ; Kang, Myungjoo |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 37.2016, p. 267-278
|
Subject: | Dynamic fund protection | Chained option | Reflection principle | Hitting time |
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