中国科学院数学与系统科学研究院期刊网
JSSC
FINITE DIFFERENCE APPROXIMATION FOR PRICING THE AMERICAN LOOKBACK OPTION
Tie Zhang, Shuhua Zhang, Danmei Zhu
FINITE DIFFERENCE APPROXIMATION FOR PRICING THE AMERICAN LOOKBACK OPTION
Tie Zhang, Shuhua Zhang, Danmei Zhu
Journal of Computational Mathematics . 2009, (4): 484 -494 .