“Pricing Lookback Options and Dynamic Guarantees,” Hans U. Gerber and Elias S. W. Shiu, January 2003
Marc Decamps and
Marc Goovaerts
North American Actuarial Journal, 2003, vol. 7, issue 4, 94-95
Date: 2003
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DOI: 10.1080/10920277.2003.10596120
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