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On the valuation of constant barrier options under spectrally one-sided exponential Lévy models and Carr's approximation for American puts
Florin Avram, Terence Chan, Miguel UsabelVolume:
100
Year:
2002
Language:
english
Pages:
33
DOI:
10.1016/s0304-4149(02)00104-7
File:
PDF, 270 KB
english, 2002