Cross a barrier to reach barrier options (Q764941)

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Cross a barrier to reach barrier options
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    title
    Cross a barrier to reach barrier options (English)
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    author
    Doobae Jun
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    Hyejin Ku
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    publication date
    16 March 2012
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    Mathematics Subject Classification ID
    91G20
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    91G80
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    91G60
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    zbMATH DE Number
    6015260
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    zbMATH Keywords
    barrier option
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    hitting time
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    reflection principle
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