PRICING BARRIER OPTIONS WITH SQUARE ROOT PROCESS (Q3523603): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PRICING BARRIER OPTIONS WITH SQUARE ROOT PROCESS |
scientific article |
Statements
PRICING BARRIER OPTIONS WITH SQUARE ROOT PROCESS (English)
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3 September 2008
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barrier options
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constant elasticity of variance
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partial differential equation
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