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Efficient evaluation of double-barrier options - MaRDI portal

Efficient evaluation of double-barrier options

From MaRDI portal
Publication:6633865

DOI10.1142/s0219024924500079MaRDI QIDQ6633865

Svetlana Boyarchenko, Sergei Levendorskii

Publication date: 6 November 2024

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)









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