American Options with Lookback Payoff (Q5700590)

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scientific article; zbMATH DE number 2220479
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English
American Options with Lookback Payoff
scientific article; zbMATH DE number 2220479

    Statements

    American Options with Lookback Payoff (English)
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    28 October 2005
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    lookback options
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    American feature
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    free boundary problems
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    two-asset minimum put option
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