Pricing of American lookback spread options

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Publication:2196549

DOI10.1016/j.spa.2020.05.012zbMath1455.60066OpenAlexW3028423148MaRDI QIDQ2196549

Min Hyeok Woo, Geon Ho Choe

Publication date: 3 September 2020

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2020.05.012




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