Last update: Sun Apr 28 02:10:33 MDT 2019
@Article{Dai:2005:AOL, author = "Min Dai and Yue Kuen Kwok", title = "{American} Options with Lookback Payoff", journal = j-SIAM-J-APPL-MATH, volume = "66", number = "1", pages = "206--227", year = "2005", CODEN = "SMJMAP", DOI = "https://doi.org/10.1137/S0036139903437345", ISSN = "0036-1399 (print), 1095-712X (electronic)", ISSN-L = "0036-1399", bibdate = "Fri Dec 30 06:30:14 MST 2005", bibsource = "http://epubs.siam.org/toc/smjmap/66/1; http://www.math.utah.edu/pub/tex/bib/siamjapplmath2000.bib", URL = "http://epubs.siam.org/sam-bin/dbq/article/43734", acknowledgement = ack-nhfb, fjournal = "SIAM Journal on Applied Mathematics", journal-URL = "http://epubs.siam.org/siap", }