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AMERICAN OPTIONS WITH LOOKBACK PAYOFF MIN DAI∗ AND YUE KUEN KWOK† Abstract. We examine the early exercise policies and pricing behaviors of one-asset American.

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EXERCISE REGIONS AND EFFICIENT VALUATION OF AMERICAN LOOKBACK OPTIONS TZE LEUNG LAI Department of Statistics, Stanford University, Stanford, CA TIONG WEE LIM.American put-call parity arbitrage: Nikkei 225 index futures and options (intraday bid-ask quotation from Jan-Oct 2000).

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Title CEV Asymptotics of American Options Author(s) Pun

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