Perpetual American Double Lookback Options on Drawdowns and Drawups with Floating Strikes
Crossref DOI link: https://doi.org/10.1007/s11009-021-09917-y
Published Online: 2022-05-17
Published Print: 2022-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Gapeev, Pavel V.
Text and Data Mining valid from 2022-05-17
Version of Record valid from 2022-05-17
Article History
Received: 27 May 2021
Revised: 12 November 2021
Accepted: 26 November 2021
First Online: 17 May 2022