Characterization of optimal stopping regions of American Asian and lookback options

10.1111/j.1467-9965.2006.00261.x

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Bibliographic Details
Main Authors:	Dai, M., Kwok, Y.K.
Other Authors:	MATHEMATICS
Format:	Conference or Workshop Item
Published:	2014
Subjects:	American options Asian feature Lookback feature Monotonicity properties Optimal stopping
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/104541
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-104541
record_format	dspace
spelling	sg-nus-scholar.10635-1045412023-10-25T07:40:43Z Characterization of optimal stopping regions of American Asian and lookback options Dai, M. Kwok, Y.K. MATHEMATICS American options Asian feature Lookback feature Monotonicity properties Optimal stopping 10.1111/j.1467-9965.2006.00261.x Mathematical Finance 16 1 63-82 2014-10-28T02:50:35Z 2014-10-28T02:50:35Z 2006-01 Conference Paper Dai, M., Kwok, Y.K. (2006-01). Characterization of optimal stopping regions of American Asian and lookback options. Mathematical Finance 16 (1) : 63-82. ScholarBank@NUS Repository. https://doi.org/10.1111/j.1467-9965.2006.00261.x 09601627 http://scholarbank.nus.edu.sg/handle/10635/104541 000235136300005 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	American options Asian feature Lookback feature Monotonicity properties Optimal stopping
spellingShingle	American options Asian feature Lookback feature Monotonicity properties Optimal stopping Dai, M. Kwok, Y.K. Characterization of optimal stopping regions of American Asian and lookback options
description	10.1111/j.1467-9965.2006.00261.x
author2	MATHEMATICS
author_facet	MATHEMATICS Dai, M. Kwok, Y.K.
format	Conference or Workshop Item
author	Dai, M. Kwok, Y.K.
author_sort	Dai, M.
title	Characterization of optimal stopping regions of American Asian and lookback options
title_short	Characterization of optimal stopping regions of American Asian and lookback options
title_full	Characterization of optimal stopping regions of American Asian and lookback options
title_fullStr	Characterization of optimal stopping regions of American Asian and lookback options
title_full_unstemmed	Characterization of optimal stopping regions of American Asian and lookback options
title_sort	characterization of optimal stopping regions of american asian and lookback options
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/104541
_version_	1781787908956487680

Characterization of optimal stopping regions of American Asian and lookback options

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