Semistatic hedging and pricing American floating strike lookback options
Year of publication: |
2018
|
---|---|
Authors: | Chung, San‐Lin ; Huang, Yi‐Ta ; Shih, Pai‐Ta ; Wang, Jr‐Yan |
Published in: |
Journal of Futures Markets. - Wiley, ISSN 1096-9934, ZDB-ID 2002201-3. - 2018 (08.12.)
|
Publisher: |
Wiley |
Saved in:
Online Resource
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