CHARACTERIZATION OF OPTIMAL STOPPING REGIONS OF AMERICAN ASIAN AND LOOKBACK OPTIONS (Q5472777)

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scientific article; zbMATH DE number 5031634
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CHARACTERIZATION OF OPTIMAL STOPPING REGIONS OF AMERICAN ASIAN AND LOOKBACK OPTIONS
scientific article; zbMATH DE number 5031634

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    CHARACTERIZATION OF OPTIMAL STOPPING REGIONS OF AMERICAN ASIAN AND LOOKBACK OPTIONS (English)
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    12 June 2006
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    Asian feature
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    lookback feature
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    monotonicity properties
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