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Zhang Qi, Zhang Ran, Song Hai-Ming. A finite volume method for pricing the American lookback optionJ. Acta Physica Sinica, 2015, 64(7): 070202. DOI: 10.7498/aps.64.070202
Citation: Zhang Qi, Zhang Ran, Song Hai-Ming. A finite volume method for pricing the American lookback optionJ. Acta Physica Sinica, 2015, 64(7): 070202. DOI: 10.7498/aps.64.070202
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A finite volume method for pricing the American lookback option

Acta Phys. Sin., 2015, 64(7): 070202.
DOI: 10.7498/aps.64.070202
CSTR: 32037.14.aps.64.070202
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