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Quanto lookback options Min Dai Institute of Mathematics and Department of Financial Mathematics Peking University, Beijing, China (e-mails: ) Hoi Ying Wong
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Document Date: 2002-01-21 19:48:54

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File Size: 196,88 KB

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Company

Goldman / /

Country

China / /

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Facility

Financial Mathematics Peking University / Chinese University of HongKong / Min Dai Institute of Mathematics / Hong Kong University of Science / /

IndustryTerm

computing / finite difference algorithm / numerical solution / /

Organization

Hoi Ying Wong Department of Statistics / Hong Kong University of Science and Technology / Min Dai Institute of Mathematics / Yue Kuen Kwok† Department of Mathematics / Peking University / Beijing / Chinese University of HongKong / /

Person

Harrison / Ying Wong / Kwok / Duffie / /

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Position

Corresponding author / /

Product

Cowon D2+ Portable Audio Device / /

ProvinceOrState

Utah / YT / /

TVStation

Kuen / /

Technology

finite difference algorithm / simulation / /

SocialTag