FINITE DIFFERENCE APPROXIMATION FOR PRICING THE AMERICAN LOOKBACK OPTION

Tie Zhang, Shuhua Zhang, Danmei Zhu

Journal of Computational Mathematics ›› 2009, Vol. 27 ›› Issue (4) : 484-494.

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中国科学院数学与系统科学研究院期刊网
JCM
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Journal of Computational Mathematics ›› 2009, Vol. 27 ›› Issue (4) : 484-494.

FINITE DIFFERENCE APPROXIMATION FOR PRICING THE AMERICAN LOOKBACK OPTION

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Computational Mathematics, 2009, 27(4): 484-494

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