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A NEW STOPPING PROBLEM AND THE CRITICAL EXERCISE PRICE FOR AMERICAN FRACTIONAL LOOKBACK OPTION IN A SPECIAL MIXED JUMP-DIFFUSION MODEL
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- Journal:
- Probability in the Engineering and Informational Sciences / Volume 34 / Issue 1 / January 2020
- Published online by Cambridge University Press:
- 21 September 2018, pp. 27-52
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- Article
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