Random walk duality and the valuation of discrete lookback options (Q4541565)
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scientific article; zbMATH DE number 1771961
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Random walk duality and the valuation of discrete lookback options |
scientific article; zbMATH DE number 1771961 |
Statements
Random walk duality and the valuation of discrete lookback options (English)
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4 September 2002
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duality
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discrete-time lookback options
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numerical integration
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