Unifying exotic option closed formulas (Q1937834)

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scientific article; zbMATH DE number 6133453
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English
Unifying exotic option closed formulas
scientific article; zbMATH DE number 6133453

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    Unifying exotic option closed formulas (English)
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    1 February 2013
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    exotic options
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    mountain range
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    discrete lookback
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    closedformula
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    payoff language
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    multi-asset multi-currency model
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    C02
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