CHARACTERIZATION OF OPTIMAL STOPPING REGIONS OF AMERICAN ASIAN AND LOOKBACK OPTIONS (Q5472777)
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scientific article; zbMATH DE number 5031634
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CHARACTERIZATION OF OPTIMAL STOPPING REGIONS OF AMERICAN ASIAN AND LOOKBACK OPTIONS |
scientific article; zbMATH DE number 5031634 |
Statements
CHARACTERIZATION OF OPTIMAL STOPPING REGIONS OF AMERICAN ASIAN AND LOOKBACK OPTIONS (English)
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12 June 2006
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Asian feature
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lookback feature
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monotonicity properties
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