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"A mathematical modeling for the lookback option with jump-diffusion using ..."
Kwang Ik Kim, Hyun Suk Park, Xiao-song Qian (2011)
- Kwang Ik Kim, Hyun Suk Park, Xiao-song Qian:
A mathematical modeling for the lookback option with jump-diffusion using binomial tree method. J. Comput. Appl. Math. 235(17): 5140-5154 (2011)
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