References

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[3]  Bermin, H. Essays on lookback and barrier options: a Malliavin calculus approach. Lund University PhD thesis, 1998.

[4]  Bermin, H.P., P.W. Buchen, and O. Konstandatos. Two exotic lookback options. Applied Mathematical Finance,15(4):387-402, 2008.

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[6]  Broadie, M., P. Glasserman, and S.G. Kou. A continuity correction for discrete barrier options. Mathematical Finance ...

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