Browse "MA-Journal Papers(저널논문)" by Subject Optimal stopping

Showing results 1 to 1 of 1

1
Pricing of American lookback spread options

Woo, Min Hyeok; Choe, Geon Ho, STOCHASTIC PROCESSES AND THEIR APPLICATIONS, v.130, no.10, pp.6300 - 6318, 2020-10

rss_1.0 rss_2.0 atom_1.0