A NEW METHOD OF PRICING LOOKBACK OPTIONS
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Publication:3370588
DOI10.1111/j.0960-1627.2005.00219.xzbMath1153.91468MaRDI QIDQ3370588
Peter W. Buchen, Otto Konstandatos
Publication date: 8 February 2006
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.0960-1627.2005.00219.x
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