Pricing Lookback and Barrier Options under the CEV Process

Pricing Lookback and Barrier Options under the CEV Process

Phelim P. Boyle and Yisong "Sam" Tian
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Volume:
34
Language:
english
Journal:
The Journal of Financial and Quantitative Analysis
DOI:
10.2307/2676280
Date:
June, 1999
File:
PDF, 436 KB
english, 1999
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