Browsing by Author "Samee, F"

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Browsing by Author "Samee, F"

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  • Glover, Kristoffer; Peskir, Goran; Samee, F (Taylor and Francis, 2010)
    Following the economic rationale of Peskir and Samee (2008a,b), we present a new class of Asian options where the holder enjoys the early exercise feature of American options whereupon his payoff (deliverable immediately) ...
  • Glover, Kristoffer; Peskir, Goran; Samee, F (Taylor and Francis, 2011)
    Following the economic rationale of the British put and call option, we present a new class of lookback options (by first studying the canonical 'Russian' variant) where the holder enjoys the early exercise feature of ...