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PRICING AND HEDGING AMERICAN BARRIER OPTIONS BY A MODIFIED BINOMIAL METHOD
GAUDENZI, MARCELLINO, LEPELLERE, MARIA ANTONIETTAVolume:
9
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/s0219024906003664
Date:
June, 2006
File:
PDF, 294 KB
english, 2006