American options with lookback payoff

American options with lookback payoff

10.1137/S0036139903437345

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Bibliographic Details
Main Authors: Dai, M., Kwok, Y.K.
Other Authors: MATHEMATICS
Format: Article
Published: 2014
Subjects:
American feature
Free boundary problems
Lookback options
Two-asset minimum put option
Online Access:http://scholarbank.nus.edu.sg/handle/10635/102809
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Institution: National University of Singapore
Description
Summary:10.1137/S0036139903437345

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