Exercise Regions And Efficient Valuation Of American Lookback Options
Year of publication: |
2004
|
---|---|
Authors: | Lai, Tze Leung ; Lim, Tiong Wee |
Published in: |
Mathematical Finance. - Wiley Blackwell, ISSN 0960-1627. - Vol. 14.2004, 2, p. 249-269
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Publisher: |
Wiley Blackwell |
Saved in:
freely available
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