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"American Options with Lookback Payoff."

Min Dai, Yue Kuen Kwok (2005)

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DOI: 10.1137/S0036139903437345

access: closed

type: Journal Article

metadata version: 2020-05-20

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Min Dai, Yue Kuen Kwok:
American Options with Lookback Payoff. SIAM J. Appl. Math. 66(1): 206-227 (2005)

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