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"A mathematical modeling for the lookback option with jump-diffusion using ..."

Kwang Ik Kim, Hyun Suk Park, Xiao-song Qian (2011)

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DOI: 10.1016/J.CAM.2011.05.002

access: open

type: Journal Article

metadata version: 2021-02-16

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Kwang Ik Kim, Hyun Suk Park, Xiao-song Qian:
A mathematical modeling for the lookback option with jump-diffusion using binomial tree method. J. Comput. Appl. Math. 235(17): 5140-5154 (2011)

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