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"Pricing some life-contingent lookback options under regime-switching ..."

Meiqiao Ai, Zhimin Zhang (2022)

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DOI: 10.1016/J.CAM.2022.114082

access: closed

type: Journal Article

metadata version: 2022-06-17

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Meiqiao Ai, Zhimin Zhang:
Pricing some life-contingent lookback options under regime-switching Lévy models. J. Comput. Appl. Math. 407: 114082 (2022)

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