Binomial valuation of lookback options (Q1583140)

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Binomial valuation of lookback options
scientific article

    Statements

    title
    Binomial valuation of lookback options (English)
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    author
    Simon H. Babbs
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    publication date
    26 October 2000
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    zbMATH Keywords
    binomial approximation
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    lookback options
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    contracts
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    Identifiers

    zbMATH DE Number
    1521677
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