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We derive explicit formulas for pricing a number of lookback options under a doubleexponential jump diffusion. Assuming risk-neutrality, the value of a lookback option satisfies the generalized Black-Scholes equation with the appropriate boundary and final conditions. We take the Laplace transform of this equation in time and solve it explicitly. Option price and risk parameters are computed via the numerical inversion of the corresponding solution in Laplace domain. Numerical examples revealdoi:10.2139/ssrn.1412336 fatcat:n4hw3a4yy5hojbf7klo5mxfi5i