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scientific article; zbMATH DE number 6792309
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AN ANALYTICAL SOLUTION FOR PARISIAN UP-AND-IN CALLS
scientific article; zbMATH DE number 6792309

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    AN ANALYTICAL SOLUTION FOR PARISIAN UP-AND-IN CALLS (English)
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    17 October 2017
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    Parisian options
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    ``moving window'' technique
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    analytical solutions
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    coupled integral equations
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