Exercise regions and efficient valuation of American lookback options

Responsibility
by Tze Leung Lai, Tiong Wee Lim.
Imprint
Stanford, Calif. : Dept. of Statistics, Stanford University, 2001.
Physical description
20 leaves ; 28 cm.
Series
Technical report (Stanford University. Dept. of Statistics) ; no. 2001-16

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Librarian view | Catkey: 4773995