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Investment / Lookback option / Quanto / Option style / Black–Scholes / Strike price / Call option / Moneyness / Futures contract / Financial economics / Options / Finance
Date: 2002-01-21 19:48:54
Investment
Lookback option
Quanto
Option style
Black–Scholes
Strike price
Call option
Moneyness
Futures contract
Financial economics
Options
Finance

Quanto lookback options Min Dai Institute of Mathematics and Department of Financial Mathematics Peking University, Beijing, China (e-mails: ) Hoi Ying Wong

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