Pricing vulnerable path-dependent options using integral transforms (Q344273)
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scientific article; zbMATH DE number 6655204
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing vulnerable path-dependent options using integral transforms |
scientific article; zbMATH DE number 6655204 |
Statements
Pricing vulnerable path-dependent options using integral transforms (English)
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22 November 2016
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vulnerable barrier option
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vulnerable double barrier option
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vulnerable lookback option
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method of image
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double Mellin transform
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