Pricing and estimates of Greeks for passport option: A three time level approach (Q729847)

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Pricing and estimates of Greeks for passport option: A three time level approach
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    title
    Pricing and estimates of Greeks for passport option: A three time level approach (English)
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    publication date
    22 December 2016
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    Mathematics Subject Classification ID
    91G60
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    91G20
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    65M06
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    zbMATH DE Number
    6668182
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    zbMATH Keywords
    passport option
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    three time level scheme
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    Greeks
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