Look-back stopping times and their applications to liquidation risk and exotic options
In addition to first passage times, many look-back stopping times play a significant role in modeling various risks in insurance and finance as well as in defining financial instruments. Motivated by many recently arisen problems in risk management and exotic opti...
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| Format: | Others |
| Language: | English |
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University of Iowa
2013
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| Online Access: | https://ir.uiowa.edu/etd/2566 https://ir.uiowa.edu/cgi/viewcontent.cgi?article=4695&context=etd |