Pricing lookback options under multiscale stochastic volatility.
Chan Chun Man. === Thesis (M.Phil.)--Chinese University of Hong Kong, 2005. === Includes bibliographical references (leaves 63-66). === Abstracts in English and Chinese. === Chapter 1 --- Introduction --- p.1 === Chapter 2 --- Volatility Smile and Stochastic Volatility Models --- p.6 === Chapter 2...
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| Format: | Others |
| Language: | English Chinese |
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2005
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| Online Access: | http://library.cuhk.edu.hk/record=b5892699 http://repository.lib.cuhk.edu.hk/en/item/cuhk-325416 |