On pricing lookback options under the CEV process
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Publication:882493
DOI10.1007/S10203-006-0063-3zbMath1160.91351OpenAlexW2043092339MaRDI QIDQ882493
Publication date: 24 May 2007
Published in: Decisions in Economics and Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10203-006-0063-3
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Pricing exotic derivatives exploiting structure ⋮ Classes of elementary function solutions to the CEV model I
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