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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: Applied Mathematical Finance, Volume 6, Issue 2 June 1999 , pages 87 - 106

Subjects: Applied Mathematics; Business Mathematics; Finance; Financial Mathematics; Physics;

Number of References: 46

Formats available: PDF (English)

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