Continuity Theorems in Boundary Crossing Problems for Diffusion Processes (Q3000888)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuity Theorems in Boundary Crossing Problems for Diffusion Processes |
scientific article |
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Continuity Theorems in Boundary Crossing Problems for Diffusion Processes (English)
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31 May 2011
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barrier options
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boundary crossing
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vanilla option
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