✦ LIBER ✦

Exercise Regions And Efficient Valuation Of American Lookback Options

✍ Scribed by Tze Leung Lai; Tiong Wee Lim

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

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

Exercise regions of American options on

✍ Stephane Villeneuve 📂 Article 📅 1999 🏛 Springer-Verlag 🌐 English ⚖ 177 KB

Monte Carlo valuation of American option

✍ L. C. G. Rogers 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 147 KB

MONTE CARLO METHODS FOR THE VALUATION OF

✍ N. Meinshausen; B. M. Hambly 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 188 KB

The Valuation of American Options on Mul

✍ Mark Broadie; Jérôme Detemple 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 645 KB