CLOSED FORM VALUATION OF AMERICAN BARRIER OPTIONS (Q3523577): Difference between revisions
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Revision as of 11:38, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CLOSED FORM VALUATION OF AMERICAN BARRIER OPTIONS |
scientific article |
Statements
CLOSED FORM VALUATION OF AMERICAN BARRIER OPTIONS (English)
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3 September 2008
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American barrier options
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geometric Brownian motion
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reflection principle
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closed form solutions
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