"The Valuation of American Passport Options: A Viscosity Solution Approach."

Yang Wang et al. (2019)

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DOI: 10.1007/S10957-018-1411-5

access: closed

type: Journal Article

metadata version: 2025-01-19

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Yang Wang, Baojun Bian, Zijiang Yang, Jizhou Zhang:
The Valuation of American Passport Options: A Viscosity Solution Approach. J. Optim. Theory Appl. 180(2): 608-633 (2019)

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