A boundary element method to price time-dependent double barrier options (Q426959)
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scientific article; zbMATH DE number 6045818
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A boundary element method to price time-dependent double barrier options |
scientific article; zbMATH DE number 6045818 |
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A boundary element method to price time-dependent double barrier options (English)
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13 June 2012
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barrier option
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double barrier
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time-dependent barrier
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boundary element method
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Volterra integral equations
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