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Two asset-barrier option under stochastic volatility - MaRDI portal

Two asset-barrier option under stochastic volatility

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Publication:5373915

DOI10.1080/1350486X.2017.1419910zbMath1398.91592OpenAlexW2783353205MaRDI QIDQ5373915

Barbara Götz, Rudi Zagst, Marcos Escobar

Publication date: 6 April 2018

Published in: Applied Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/1350486x.2017.1419910




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