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A semi-analytic pricing formula for lookback options under a general stochastic volatility model

✍ Scribed by Park, Sang-Hyeon; Kim, Jeong-Hoon

Book ID: 123235867
Publisher: Elsevier Science
Year: 2013
Tongue: English
Weight: 392 KB
Volume: 83
Category: Article
ISSN: 0167-7152
DOI: 10.1016/j.spl.2013.08.002

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