PRICING AND HEDGING DOUBLE‐BARRIER OPTIONS: A PROBABILISTIC APPROACH
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Publication:4226870
DOI10.1111/j.1467-9965.1996.tb00122.xzbMath0915.90016OpenAlexW2024746190MaRDI QIDQ4226870
Publication date: 5 July 1999
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9965.1996.tb00122.x
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