Various Passport Options and Their Valuation
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- Peter Buchen & Hamish Malloch, 2014. "CLA's, PLA's and a new method for pricing general passport options," Quantitative Finance, Taylor & Francis Journals, vol. 14(7), pages 1201-1209, July.
- Vicky Henderson & David Hobson, 2001. "Passport options with stochastic volatility," Applied Mathematical Finance, Taylor & Francis Journals, vol. 8(2), pages 97-118.
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