A semi-analytic pricing formula for lookback options under a general stochastic volatility model (Q2438502)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A semi-analytic pricing formula for lookback options under a general stochastic volatility model |
scientific article |
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A semi-analytic pricing formula for lookback options under a general stochastic volatility model (English)
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5 March 2014
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lookback option
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homotopy analysis method
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stochastic volatility
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