Asymptotic behaviour of random maturity barrier options

Asymptotic behaviour of random maturity barrier options

Khodja, Nawel, Trabelsi, Faouzi, Remita, Mohamed Riad
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Volume:
26
Year:
2016
Language:
english
Journal:
International Journal of Operational Research
DOI:
10.1504/ijor.2016.076302
File:
PDF, 298 KB
english, 2016
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