Integral price formulas for lookback options.
Xu, Chenglong ; Kwok, Yue Kuen
Journal of Applied Mathematics, Tome 2005 (2005), p. 117-125 / Harvested from The Electronic Library of Mathematics
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Publié le : 2005-01-01
DOI : https://doi.org/10.1155/JAM.2005.117
EUDML-ID : urn:eudml:doc:45036 
@article{05038252,
     title = {Integral price formulas for lookback options.},
     journal = {Journal of Applied Mathematics},
     volume = {2005},
     year = {2005},
     pages = {117-125},
     doi = {10.1155/JAM.2005.117},
     zbl = {1186.91222},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05038252}
}

Xu, Chenglong; Kwok, Yue Kuen. Integral price formulas for lookback options.. Journal of Applied Mathematics, Tome 2005 (2005) pp. 117-125. doi : 10.1155/JAM.2005.117. http://gdmltest.u-ga.fr/item/05038252/