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

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

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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

id	sg-nus-scholar.10635-42426
record_format	dspace
spelling	sg-nus-scholar.10635-424262024-11-11T16:38:18Z Early exercise policies of American floating strike and fixed strike lookback options Yu, H. Kuen Kwok, Y. Wu, L. INFORMATION SYSTEMS American lookback options Early exercise policies Floating strike and fixed strike Numerical algorithms 10.1016/S0362-546X(01)00572-7 Nonlinear Analysis, Theory, Methods and Applications 47 7 4591-4602 NOAND 2013-07-11T10:08:57Z 2013-07-11T10:08:57Z 2001 Article Yu, H., Kuen Kwok, Y., Wu, L. (2001). Early exercise policies of American floating strike and fixed strike lookback options. Nonlinear Analysis, Theory, Methods and Applications 47 (7) : 4591-4602. ScholarBank@NUS Repository. https://doi.org/10.1016/S0362-546X(01)00572-7 0362546X http://scholarbank.nus.edu.sg/handle/10635/42426 000173223100026 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	American lookback options Early exercise policies Floating strike and fixed strike Numerical algorithms
spellingShingle	American lookback options Early exercise policies Floating strike and fixed strike Numerical algorithms Yu, H. Kuen Kwok, Y. Wu, L. Early exercise policies of American floating strike and fixed strike lookback options
description	10.1016/S0362-546X(01)00572-7
author2	INFORMATION SYSTEMS
author_facet	INFORMATION SYSTEMS Yu, H. Kuen Kwok, Y. Wu, L.
format	Article
author	Yu, H. Kuen Kwok, Y. Wu, L.
author_sort	Yu, H.
title	Early exercise policies of American floating strike and fixed strike lookback options
title_short	Early exercise policies of American floating strike and fixed strike lookback options
title_full	Early exercise policies of American floating strike and fixed strike lookback options
title_fullStr	Early exercise policies of American floating strike and fixed strike lookback options
title_full_unstemmed	Early exercise policies of American floating strike and fixed strike lookback options
title_sort	early exercise policies of american floating strike and fixed strike lookback options
publishDate	2013
url	http://scholarbank.nus.edu.sg/handle/10635/42426
_version_	1821189025055113216

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

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