| Optimal stopping time and pricing of exotic options | |
| Yang, Bing | |
| 2007 | |
| 会议名称 | 26th Chinese Control Conference, CCC 2007 |
| 会议日期 | 26 July 2007 through 31 July 2007 |
| 关键词 | Asian option Exotic option Lookback option Optimal stopping time |
| DOI | 10.1109/CHICC.2006.4347284 |
| 页码 | 456-459 |
| 收录类别 | EI ; SCOPUS |
| 会议录 | Proceedings of the 26th Chinese Control Conference, CCC 2007
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| URL标识 | 查看原文 |
| 内容类型 | 会议论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/6077783 |
| 专题 | 山东大学 |
| 作者单位 | Department of Applied Mathematics and Statistics, Shandong University at Weihai, Weihai 264209, China |
| 推荐引用方式 GB/T 7714 | Yang, Bing. Optimal stopping time and pricing of exotic options[C]. 见:26th Chinese Control Conference, CCC 2007. 26 July 2007 through 31 July 2007. |
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