CLOSED FORM VALUATION OF AMERICAN BARRIER OPTIONS

CLOSED FORM VALUATION OF AMERICAN BARRIER OPTIONS

HAUG, ESPEN GAARDER
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Volume:
4
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024901001012
Date:
April, 2001
File:
PDF, 114 KB
english, 2001
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