"Pricing vulnerable lookback options using Laplace transforms."

Xinying Wang, Ke Zhou (2024)

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DOI: 10.1016/J.CAM.2024.116014

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type: Journal Article

metadata version: 2024-08-22

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Xinying Wang, Ke Zhou:
Pricing vulnerable lookback options using Laplace transforms. J. Comput. Appl. Math. 451: 116014 (2024)

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