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We consider the case of a capped American Lookback option in the setting of a risk asset driven by a spectrally negative Levy process.
Capped American Lookback
【摘 要】
：
We consider the case of a capped American Lookback option in the setting of a risk asset driven by a spectrally negative Levy process.
【机 构】
：
Univ.of Bath
【出 处】
：
第八届工业与应用数学国际大会
【发表日期】
：
2015年期
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