Closed form valuation of barrier options with stochastic barriers (Q2151659): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Closed form valuation of barrier options with stochastic barriers |
scientific article |
Statements
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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