CLOSED FORM FORMULAS FOR EXOTIC OPTIONS AND THEIR LIFETIME DISTRIBUTION (Q3523510)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CLOSED FORM FORMULAS FOR EXOTIC OPTIONS AND THEIR LIFETIME DISTRIBUTION |
scientific article |
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CLOSED FORM FORMULAS FOR EXOTIC OPTIONS AND THEIR LIFETIME DISTRIBUTION (English)
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3 September 2008
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double barrier options
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closed forms
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first hitting time
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