Finite Difference Approximation for Pricing the American Lookback Option

Title
Finite Difference Approximation for Pricing the American Lookback Option
Authors
Keywords
-
Journal
JOURNAL OF COMPUTATIONAL MATHEMATICS
Volume 27, Issue 4, Pages 484-494
Publisher
Global Science Press
Online
2009-05-18
DOI
10.4208/jcm.2009.27.4.015

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