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The game option, which is also called as the Israel option, is an American option with callable features. The option holder can exercise the option at any time up to maturity. This article studies the pricing behaviors of the look back game option where the payoff of the option depends on the maximum or minimum over the asset price movement path (i.e., the game option with the look back feature)....
Set the date range to filter the displayed results. You can set a starting date, ending date or both. You can enter the dates manually or choose them from the calendar.