✦ LIBER ✦

American Options with Lookback Payoff

✍ Scribed by Dai, Min; Kwok, Yue Kuen

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

American Fractional Lookback Options: Va

✍ Kimura, Toshikazu 📂 Article 📅 2011 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 362 KB

Exercise Regions And Efficient Valuation

✍ Tze Leung Lai; Tiong Wee Lim 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 559 KB

American lookback option with fixed stri

✍ Xiaoshan Chen; Fahuai Yi; Lihe Wang 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 361 KB

CHARACTERIZATION OF OPTIMAL STOPPING REG

✍ Min Dai; Yue Kuen Kwok 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 143 KB

Early exercise policies of American floa

✍ Hong Yu; Yue Kuen Kwok; Lixin Wu 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 564 KB

Exotic European options with restriction

✍ U. V. Andreeva; N. S. Demin; A. V. Erlykova; E. A. Pan’shina 📂 Article 📅 2010 🏛 SP MAIK Nauka/Interperiodica 🌐 English ⚖ 228 KB