"The Effects of Different Volatility and Management Fee Dynamics on High ..."

Jiuhong Tang, Stephen S.-T. Yau (2006)

> Home

Details and statistics

DOI: 10.1109/CDC.2006.377042

access: closed

type: Conference or Workshop Paper

metadata version: 2020-07-08

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - conf/cdc/TangY06
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/conf/cdc/TangY06
Jiuhong Tang, Stephen S.-T. Yau:
The Effects of Different Volatility and Management Fee Dynamics on High Water Mark Option Pricing. CDC 2006: 6696-6701

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.