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Song Haiming
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Home > Scientific Research > Paper Publications

The finite volume method for pricing the American lookback option

Date of Publication:2015-04-01 Hits:

Indexed by:THESISTYPE_ID078007
First Author:Zhang Qi
Correspondence Author:Zhang Ran
All the Authors:Zhang Qi; Zhang Ran; Song Haiming
Date of Publication:2015-04-01
Journal:Acta Physica Sinica
Volume:64
Issue:7
Page Number: 070202
Translation or Not:no