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Song Haiming
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Home > Scientific Research > Paper Publications

Finite element method for valuation of American lookback options

Date of Publication:2016-08-01 Hits:

Indexed by:THESISTYPE_ID078007
First Author:Song Haiming
Correspondence Author:Li Jingzhi
All the Authors: Hongyu,Song Haiming; Zhang Qi; Li Jingzhi; Liu
Date of Publication:2016-08-01
Journal:Math Numer Sin
Volume:38
Issue:3
Page Number: 245–256.
Translation or Not:no

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