Unifying exotic option closed formulas (Q1937834)
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scientific article; zbMATH DE number 6133453
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unifying exotic option closed formulas |
scientific article; zbMATH DE number 6133453 |
Statements
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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