An analytic pricing formula for lookback options under stochastic volatility
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Publication:1761583
DOI10.1016/j.aml.2012.07.008zbMath1262.91070OpenAlexW1985328029MaRDI QIDQ1761583
Publication date: 15 November 2012
Published in: Applied Mathematics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.aml.2012.07.008
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