The pricing of lookback options and binomial approximation
Crossref DOI link: https://doi.org/10.1007/s10203-016-0171-7
Published Online: 2016-02-01
Published Print: 2016-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Grosse-Erdmann, Karl
Heuwelyckx, Fabien
Text and Data Mining valid from 2016-02-01
