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

id	sg-nus-scholar.10635-102809
record_format	dspace
spelling	sg-nus-scholar.10635-1028092023-10-30T20:49:25Z American options with lookback payoff Dai, M. Kwok, Y.K. MATHEMATICS American feature Free boundary problems Lookback options Two-asset minimum put option 10.1137/S0036139903437345 SIAM Journal on Applied Mathematics 66 1 206-227 SMJMA 2014-10-28T02:29:58Z 2014-10-28T02:29:58Z 2006 Article Dai, M., Kwok, Y.K. (2006). American options with lookback payoff. SIAM Journal on Applied Mathematics 66 (1) : 206-227. ScholarBank@NUS Repository. https://doi.org/10.1137/S0036139903437345 00361399 http://scholarbank.nus.edu.sg/handle/10635/102809 000233578900010 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	American feature Free boundary problems Lookback options Two-asset minimum put option
spellingShingle	American feature Free boundary problems Lookback options Two-asset minimum put option Dai, M. Kwok, Y.K. American options with lookback payoff
description	10.1137/S0036139903437345
author2	MATHEMATICS
author_facet	MATHEMATICS Dai, M. Kwok, Y.K.
format	Article
author	Dai, M. Kwok, Y.K.
author_sort	Dai, M.
title	American options with lookback payoff
title_short	American options with lookback payoff
title_full	American options with lookback payoff
title_fullStr	American options with lookback payoff
title_full_unstemmed	American options with lookback payoff
title_sort	american options with lookback payoff
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/102809
_version_	1781787640624840704

American options with lookback payoff

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