"An analytic pricing formula for lookback options under stochastic volatility."

Kwai Sun Leung (2013)

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DOI: 10.1016/J.AML.2012.07.008

access: closed

type: Journal Article

metadata version: 2017-05-26

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Kwai Sun Leung:
An analytic pricing formula for lookback options under stochastic volatility. Appl. Math. Lett. 26(1): 145-149 (2013)

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