Pricing Perpetual American Lookback Options Under Stochastic Volatility
Crossref DOI link: https://doi.org/10.1007/s10614-017-9782-5
Published Online: 2018-02-19
Published Print: 2019-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Lee, Min-Ku https://orcid.org/0000-0003-2785-1641
Funding for this research was provided by:
National Research Foundation of Korea (2016R1D1A3B03933060)
Text and Data Mining valid from 2018-02-19
Article History
Accepted: 4 December 2017
First Online: 19 February 2018