求解Black-Scholes模型下美式回望看跌期权的有限差分法

李庚, 朱本喜, 张琪, 宋海明

Finite Difference Method for Solving American LookbackPut Option under the BlackScholes Model

LI Geng, ZHU Benxi, ZHANG Qi, SONG Haiming

吉林大学学报(理学版) . 2014, (04): 698 -702 .