On pricing exponential square root barrier knockout European options (Q1418789)
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scientific article; zbMATH DE number 2026748
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On pricing exponential square root barrier knockout European options |
scientific article; zbMATH DE number 2026748 |
Statements
On pricing exponential square root barrier knockout European options (English)
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14 January 2004
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asymptotic expansions
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barrier option
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square root barrier
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