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Introduction

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  • Helyette Geman

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  • Helyette Geman, 2008. "Introduction," Applied Mathematical Finance, Taylor & Francis Journals, vol. 15(5-6), pages 403-404.
  • Handle: RePEc:taf:apmtfi:v:15:y:2008:i:5-6:p:403-404 DOI: 10.1080/13504860802379884
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    References listed on IDEAS

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    1. Goldman, M Barry & Sosin, Howard B & Gatto, Mary Ann, 1979. "Path Dependent Options: "Buy at the Low, Sell at the High"," Journal of Finance, American Finance Association, vol. 34(5), pages 1111-1127, December.
    2. Peter Buchen & Otto Konstandatos, 2005. "A New Method Of Pricing Lookback Options," Mathematical Finance, Wiley Blackwell, vol. 15(2), pages 245-259.
    3. Robert C. Merton, 2005. "Theory of rational option pricing," World Scientific Book Chapters,in: Theory Of Valuation, chapter 8, pages 229-288 World Scientific Publishing Co. Pte. Ltd..
    4. Conze, Antoine & Viswanathan, 1991. " Path Dependent Options: The Case of Lookback Options," Journal of Finance, American Finance Association, vol. 46(5), pages 1893-1907, December.
    5. Goldman, M Barry & Sosin, Howard B & Shepp, Lawrence A, 1979. "On Contingent Claims That Insure Ex-post Optimal Stock Market Timing," Journal of Finance, American Finance Association, vol. 34(2), pages 401-413, May.
    6. Peter Buchen, 2004. "The pricing of dual-expiry exotics," Quantitative Finance, Taylor & Francis Journals, pages 101-108.
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