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Perpetual American double lookback options on drawdowns and drawups with oating strikes

Gapeev, Pavel V. (2021) Perpetual American double lookback options on drawdowns and drawups with oating strikes. Methodology and Computing in Applied Probability. ISSN 1387-5841 (In Press)

[img] Text (Perpetual American double lookback options on drawdowns and drawups with floating strikes) - Accepted Version
Pending embargo until 1 January 2100.

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Item Type: Article
Additional Information: © 2021 The Author, under exclusive licence to Springer Science+Business Media, LLC, part of Springer Nature
Divisions: Mathematics
Subjects: Q Science > QA Mathematics
Date Deposited: 26 Oct 2021 12:15
Last Modified: 17 Nov 2021 01:05
URI: http://eprints.lse.ac.uk/id/eprint/112501

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