Cross a barrier to reach barrier options (Q764941)
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scientific article; zbMATH DE number 6015260
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cross a barrier to reach barrier options |
scientific article; zbMATH DE number 6015260 |
Statements
Cross a barrier to reach barrier options (English)
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16 March 2012
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barrier option
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hitting time
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reflection principle
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