Window double barrier options (Q1418776)

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scientific article
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Window double barrier options
scientific article

    Statements

    title
    Window double barrier options (English)
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    author
    Tristan Guillaume
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    publication date
    14 January 2004
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    zbMATH Keywords
    Brownian motion
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    validation formulae
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    numerical integration
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    60J65
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    68U20
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    zbMATH DE Number
    2026737
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