American Options with Lookback Payoff (Q5700590)
From MaRDI portal
scientific article; zbMATH DE number 2220479
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | American Options with Lookback Payoff |
scientific article; zbMATH DE number 2220479 |
Statements
American Options with Lookback Payoff (English)
0 references
28 October 2005
0 references
lookback options
0 references
American feature
0 references
free boundary problems
0 references
two-asset minimum put option
0 references
