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Quantitative Finance 2015 / 11

Analytical pricing of single barrier options under local volatility models

Funahashi, Hideharu, Kijima, Masaaki
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Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2015.1101483
Date:
November, 2015
File:
PDF, 522 KB
english, 2015
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