Barrier Option Pricing Using Adjusted Transition...

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Barrier Option Pricing Using Adjusted Transition Probabilities

Barone-Adesi, Giovanni, Fusari, Nicola, Theal, John
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Year:
2007
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.964623
File:
PDF, 231 KB
english, 2007
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