A simple approach for pricing barrier options with time-dependent parameters
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Publication:4647247
DOI10.1088/1469-7688/3/2/304zbMath1405.91638OpenAlexW3121708724MaRDI QIDQ4647247
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Publication date: 14 January 2019
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1088/1469-7688/3/2/304
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