@article{TVP_2024_69_2_a6, author = {O. E. Kudryavtsev and A. S. Grechko and I. E. Mamadov}, title = {Monte {Carlo} method for pricing lookback options in {L\'evy} models}, journal = {Teori\^a vero\^atnostej i ee primeneni\^a}, pages = {305--334}, year = {2024}, volume = {69}, number = {2}, language = {ru}, url = {http://geodesic.mathdoc.fr/item/TVP_2024_69_2_a6/} }