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Optimal stopping problems and pricing of american exotic options = 최적 멈춤 문제와 아메리칸 이색 옵션 가격 산정link Woo, Min Hyeok; Choe, Geon Ho; et al, 한국과학기술원, 2020 |
Pricing of American lookback spread options Woo, Min Hyeok; Choe, Geon Ho, STOCHASTIC PROCESSES AND THEIR APPLICATIONS, v.130, no.10, pp.6300 - 6318, 2020-10 |
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