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"A direct solution method for pricing options involving the maximum process."

Masahiko Egami, Tadao Oryu (2017)

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DOI: 10.1007/S00780-017-0343-5

access: closed

type: Journal Article

metadata version: 2023-09-30

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  - https://dblp.org/rec/journals/fs/EgamiO17
Masahiko Egami, Tadao Oryu:
A direct solution method for pricing options involving the maximum process. Finance Stochastics 21(4): 967-993 (2017)

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