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Probability distributions / Stochastic processes / Options / Mathematical finance / Exponentials / Lookback option / BlackScholes model / Exponential distribution / Weibull distribution / Normal distribution / Jump diffusion / Phase-type distribution


MANAGEMENT SCIENCE Vol. 57, No. 11, November 2011, pp. 2067–2081 issn — eissn — 11 — 5711 — 2067 http://dx.doi.orgmnsc
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Document Date: 2011-12-14 17:41:48


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