Pricing down-and-out power options with exponentially curved barrier (Q1713232): Difference between revisions

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Revision as of 23:13, 17 July 2024

scientific article
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Pricing down-and-out power options with exponentially curved barrier
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    Pricing down-and-out power options with exponentially curved barrier (English)
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    24 January 2019
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    power option
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    barrier option
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    exponentially curved barrier
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    risk-neutral valuation
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    Girsanov theorem
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    Identifiers