Random walk duality and the valuation of discrete lookback options
Year of publication: |
1998
|
---|---|
Authors: | Aitsahlia, Farid ; Lai, Tze Leung |
Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 5.1998, 3-4, p. 227-240
|
Saved in:
Saved in favorites
Similar items by person
-
Fast and accurate valuation of American barrier options
AitSahlia, Farid, (2003)
-
Pricing and hedging of American knock-in options
AitSahlia, Farid, (2004)
-
A canonical optimal stopping problem for American options and its numerical solution
AitSahlia, Farid, (2000)
- More ...