Exercise Regions And Efficient Valuation Of American Lookback Options
Year of publication: |
2004
|
---|---|
Authors: | Lai, Tze Leung ; Lim, Tiong Wee |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 10731945. - Vol. 14.2004, 2, p. 249-270
|
Saved in:
Saved in favorites
Similar items by person
-
Option hedging theory under transaction costs
Lai, Tze Leung, (2009)
-
Exercise regions and efficient valuation of American lookback options
Lai, Tze Leung, (2004)
-
A New Approach to Pricing and Hedging Options with Transaction Costs
Chen, Ling, (2011)
- More ...