Continuity correction: on the pricing of discrete double barrier options
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Publication:6154209
DOI10.1007/s11147-022-09193-zOpenAlexW4309883147MaRDI QIDQ6154209
Hsin-Chieh Wong, Sheng-Feng Luo
Publication date: 19 March 2024
Published in: Review of Derivatives Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11147-022-09193-z
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