A Modified Binomial Tree Method for Currency Lookback Options

Min Dai

Acta Mathematica Sinica ›› 2000, Vol. 16 ›› Issue (3) : 445-454.

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Acta Mathematica Sinica ›› 2000, Vol. 16 ›› Issue (3) : 445-454. DOI: 10.1007/s101140000068
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A Modified Binomial Tree Method for Currency Lookback Options

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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematica Sinica, 2000, 16(3): 445-454 https://doi.org/10.1007/s101140000068

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