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“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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