The pricing of dual-expiry exotics (Q4647600): Difference between revisions

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Revision as of 17:44, 5 March 2024

scientific article; zbMATH DE number 7002106
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English
The pricing of dual-expiry exotics
scientific article; zbMATH DE number 7002106

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    The pricing of dual-expiry exotics (English)
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    15 January 2019
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    dual-expiry exotic option pricing
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    partial differential equation
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