https://scholars.lib.ntu.edu.tw/handle/123456789/459474| Title: | Semistatic hedging and pricing American floating strike lookback options | Authors: | Chung, S.-L. Huang, Y.-T. Shih, P.-T. Wang, J.-Y. JR-YAN WANG |
Issue Date: | 2019 | Journal Volume: | 39 | Journal Issue: | 4 | Start page/Pages: | 418-434 | Source: | Journal of Futures Markets | URI: | https://scholars.lib.ntu.edu.tw/handle/123456789/459474 | DOI: | 10.1002/fut.21986 |
| Appears in Collections: | 國際企業學系 |
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.
