Asymptotic Method for Singularity in Path-Dependent Option Pricing Sang-Hyeon Park, Jeong-Hoon Kim Dept. Math. Yonsei University June 2010 - Lookback option - Document - PDFSEARCH.IO

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	Asymptotic Method for Singularity in Path-Dependent Option Pricing Sang-Hyeon Park, Jeong-Hoon Kim Dept. Math. Yonsei University June 2010 Add to Reading List Document Date: 2010-06-25 10:24:10 Open Document File Size: 702,65 KB Share Result on Facebook Currency pence / / Facility Yonsei University / / IndustryTerm finance / / Organization Yonsei University / / Person Jeong-Hoon Kim Asymptotic / Sang-Hyeon Park / Jeong-Hoon Kim / / SocialTag Quantum mechanics Lookback option Asymptotic analysis Perturbation theory Mathematics Finance Investment Economics

Asymptotic Method for Singularity in Path-Dependent Option Pricing Sang-Hyeon Park, Jeong-Hoon Kim Dept. Math. Yonsei University June 2010Add to Reading List