Closed form valuation of barrier options with stochastic barriers (Q2151659): Difference between revisions

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Latest revision as of 12:55, 29 July 2024

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Closed form valuation of barrier options with stochastic barriers
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    Closed form valuation of barrier options with stochastic barriers (English)
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    5 July 2022
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    boundary crossing probability
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    first passage time probability
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    barrier option
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    stochastic barrier
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    option valuation
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