American options with lookback payoff

10.1137/S0036139903437345

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Bibliographic Details
Main Authors:	Dai, M., Kwok, Y.K.
Other Authors:	MATHEMATICS
Format:	Article
Published:	2014
Subjects:	American feature Free boundary problems Lookback options Two-asset minimum put option
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/102809
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Institution:	National University of Singapore

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