The Valuation of American Passport Options: A Viscosity Solution Approach

Yang Wang, Baojun Bian, Zijiang Yang, Jizhou Zhang. The Valuation of American Passport Options: A Viscosity Solution Approach. J. Optimization Theory and Applications, 180(2):608-633, 2019. [doi]

Authors

Yang Wang

This author has not been identified. Look up 'Yang Wang' in Google

Baojun Bian

This author has not been identified. Look up 'Baojun Bian' in Google

Zijiang Yang

This author has not been identified. Look up 'Zijiang Yang' in Google

Jizhou Zhang

This author has not been identified. Look up 'Jizhou Zhang' in Google