A Note on Look-Back Options Based on Order Statistics
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Volume (Year): 27 (1992)
Issue (Month): 1 (November)
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- Kemna, A. G. Z. & Vorst, A. C. F., 1990. "A pricing method for options based on average asset values," Journal of Banking & Finance, Elsevier, vol. 14(1), pages 113-129, March.
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