A Stochastic Approximation Algorithm for American Lookback...

Stochastic Analysis and Applications 2011 / 02 Vol. 29; Iss. 2

A Stochastic Approximation Algorithm for American Lookback Put Options

Zhang, Zhenhua, Yin, G., Liang, Zhian
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Volume:
29
Language:
english
Journal:
Stochastic Analysis and Applications
DOI:
10.1080/07362994.2010.503473
Date:
February, 2011
File:
PDF, 165 KB
english, 2011
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