Xu, Duoshu (2023) The Performance of the Stochastic Volatility Model: Pricing for Floating Strike Lookback Option. In: Proceedings of the International Conference on Financial Innovation, FinTech and Information Technology, FFIT 2022, October 28-30, 2022, Shenzhen, China.
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Abstract
Derivative securities help investors to increase their expected returns and minimize the risks of their exposure when used correctly. Different ideas are proposed to offer influence as well as insurance for the risk averse investors. The investors may face problems in pricing of the exotic options i
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 16:10 |
| Last Modified: | 17 Apr 2026 03:25 |
| URI: | http://eprints.eai.eu/id/eprint/42602 |
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