An analytic expansion method for the valuation of double-barrier options under a stochastic volatility model (Q504846)

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An analytic expansion method for the valuation of double-barrier options under a stochastic volatility model
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    An analytic expansion method for the valuation of double-barrier options under a stochastic volatility model (English)
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    17 January 2017
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    double-barrier option
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    stochastic volatility
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    asymptotic analysis
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    Mellin transform method
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