Double-barrier option pricing equations under extended geometric Brownian motion with bankruptcy risk (Q2667616)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Double-barrier option pricing equations under extended geometric Brownian motion with bankruptcy risk |
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Double-barrier option pricing equations under extended geometric Brownian motion with bankruptcy risk (English)
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4 March 2022
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geometric Brownian motion
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Black-Scholes model
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double-barrier option
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