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]
@article{WangBYZ19,
title = {The Valuation of American Passport Options: A Viscosity Solution Approach},
author = {Yang Wang and Baojun Bian and Zijiang Yang and Jizhou Zhang},
year = {2019},
doi = {10.1007/s10957-018-1411-5},
url = {https://doi.org/10.1007/s10957-018-1411-5},
researchr = {https://researchr.org/publication/WangBYZ19},
cites = {0},
citedby = {0},
journal = {J. Optimization Theory and Applications},
volume = {180},
number = {2},
pages = {608-633},
}