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A finite element approach to the pricing of discrete lookbacks with stochastic volatility 

Authors: P. A. Forsyth;  K. R. Vetzal; R. Zvan
DOI: 10.1080/135048699334564
Publication Frequency: 6 issues per year
Published in: journal Applied Mathematical Finance, Volume 6, Issue 2 June 1999 , pages 87 - 106
Number of References: 46
Formats available: PDF (English)
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