Glover, Kristoffer; Peskir, Goran; Samee, Farman - Finance Discipline Group, Business School - 2009
Following the economic rationale of [7] and [8] we present a new class of Asian options where the holder enjoys the … early exercise feature of American options whereupon his payoff (deliverable immediately) is the ‘best prediction’ of the … rationale of [7] and [8] we present a new class of
Asian options where the holder enjoys the early exercise feature of American …