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Exercise Regions And Efficient Valuation Of American Lookback Options - MaRDI portal

Exercise Regions And Efficient Valuation Of American Lookback Options

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Publication:4827313

DOI10.1111/j.0960-1627.2004.00191.xzbMath1090.91043OpenAlexW3125233838MaRDI QIDQ4827313

Tze Leung Lai, Tiong Wee Lim

Publication date: 16 November 2004

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.0960-1627.2004.00191.x



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