PRICING TWO-ASSET BARRIER OPTIONS UNDER STOCHASTIC CORRELATION VIA PERTURBATION
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Publication:5256837
DOI10.1142/S0219024915500181zbMath1337.91096MaRDI QIDQ5256837
Daniela Neykova, Rudi Zagst, Barbara Götz, Marcos Escobar
Publication date: 29 June 2015
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
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Cites Work
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