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Yisub Kye

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Articles

Valuing American Fractional Lookback Options

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By Hangsuck Lee, Haewon Seo, Yisub Kye
| Wiley Online Library Verified
, , , , and . 2026. “Valuing American Fractional Lookback Options.” Journal of Futures Markets0: e70115. https://doi.org/10.1002/fut.70115. Data Availability Statement The authors have nothing to report. References , and . 1997. “The Valuation of American Options on Multiple Assets.” Mathematical Finance 7: 241–286. 1998. “Randomization and the American Put.” Review of Financial Studies 11: 597–626. , , and . 1992. “Alternative Characterizations of American Put Options.” Mathematical Finance 2: 87–106.
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