Exercise regions and efficient valuation of American lookback options
10.1111/j.0960-1627.2004.00191.x
Saved in:
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Article |
| Published: |
2014
|
| Subjects: | |
| Online Access: | http://scholarbank.nus.edu.sg/handle/10635/105141 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | National University of Singapore |
Be the first to leave a comment!