American Fractional Lookback Options: Valuation and Premium Decomposition (Q3019995)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | American Fractional Lookback Options: Valuation and Premium Decomposition |
scientific article |
Statements
American Fractional Lookback Options: Valuation and Premium Decomposition (English)
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29 July 2011
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American lookback options
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floating strike
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fractional lookback
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Laplace transforms
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valuation
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