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Connecting discrete and continuous lookback or hindsight options in exponential Lévy models
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- Journal:
- Advances in Applied Probability / Volume 43 / Issue 4 / December 2011
- Published online by Cambridge University Press:
- 01 July 2016, pp. 1136-1165
- Print publication:
- December 2011
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Discounted optimal stopping problems for the maximum process
- Part of
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- Journal:
- Journal of Applied Probability / Volume 37 / Issue 4 / December 2000
- Published online by Cambridge University Press:
- 14 July 2016, pp. 972-983
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- December 2000
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