"American Fractional Lookback Options: Valuation and Premium Decomposition."

Toshikazu Kimura (2011)

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DOI: 10.1137/090771831

access: closed

type: Journal Article

metadata version: 2020-05-20

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Toshikazu Kimura:
American Fractional Lookback Options: Valuation and Premium Decomposition. SIAM J. Appl. Math. 71(2): 517-539 (2011)

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