"Hedging lookback-barrier option by Malliavin calculus in a mixed ..."

Kefan Liu, Jichao Zhang, Yueting Yang (2024)

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DOI: 10.1016/J.CNSNS.2024.107955

access: closed

type: Journal Article

metadata version: 2024-10-06

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Kefan Liu, Jichao Zhang, Yueting Yang:
Hedging lookback-barrier option by Malliavin calculus in a mixed fractional Brownian motion environment. Commun. Nonlinear Sci. Numer. Simul. 133: 107955 (2024)

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