A direct solution method for pricing options involving the maximum process
Crossref DOI link: https://doi.org/10.1007/s00780-017-0343-5
Published Online: 2017-09-06
Published Print: 2017-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Egami, Masahiko
Oryu, Tadao
License valid from 2017-09-06