Exercise Regions And Efficient Valuation Of American Lookback Options
Work
Year: 2004
Type: article
Source: Mathematical Finance
Authors Tze Leung Lai, Tiong Wee Lim
Cites: 35
Cited by: 28
Related to: 10
FWCI: 2.436
Citation percentile (by year/subfield): 87.7
Subfield: Finance
Domain: Social Sciences
Open Access status: closed