Risk-neutral valuation of power barrier options (Q1950192)
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scientific article; zbMATH DE number 6161967
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-neutral valuation of power barrier options |
scientific article; zbMATH DE number 6161967 |
Statements
Risk-neutral valuation of power barrier options (English)
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10 May 2013
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density function
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risk-neutral valuation
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power option
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barrier option
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