PAPERS - A finite element approach to the pricing of discrete lookbacks with stochastic volatility
| Year of publication: |
1999
|
|---|---|
| Authors: | Forsyth, P.A. ; Vetzal, K.R. ; Zvan, R. |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 6.1999, 2, p. 87-106
|