Valuing American floating strike lookback option and Neumann problem for inhomogeneous Black–Scholes equation

作者：Junkee Jeon, Heejae Han, Myungjoo Kang · 发表于：Journal of Computational and Applied Mathematics · 年份：2016 · DOI：10.1016/j.cam.2016.09.020 · 被引用次数：16 · 研究领域：Stochastic processes and financial applications、Differential Equations and Boundary Problems、Differential Equations and Numerical Methods