Early exercise policies of American floating strike and fixed strike lookback options

Early exercise policies of American floating strike and fixed strike lookback options

10.1016/S0362-546X(01)00572-7

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Bibliographic Details
Main Authors: Yu, H., Kuen Kwok, Y., Wu, L.
Other Authors: INFORMATION SYSTEMS
Format: Article
Published: 2013
Subjects:
American lookback options
Early exercise policies
Floating strike and fixed strike
Numerical algorithms
Online Access:http://scholarbank.nus.edu.sg/handle/10635/42426
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Institution: National University of Singapore
Description
Summary:10.1016/S0362-546X(01)00572-7

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