Step Options (Q2757294)

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scientific article
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English
Step Options
scientific article

    Statements

    title
    Step Options (English)
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    author
    Vadim Linetsky
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    publication date
    26 November 2001
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    zbMATH Keywords
    step options
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    barrier options
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    path-dependent options
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    occupation time
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    Feynman-Kac formula
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    Laplace transform
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    Identifiers

    zbMATH DE Number
    1676811
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