Valuation of American partial barrier options (Q744405)

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Valuation of American partial barrier options
scientific article

    Statements

    title
    Valuation of American partial barrier options (English)
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    author
    Doobae Jun
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    Hyejin Ku
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    publication date
    25 September 2014
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    zbMATH Keywords
    partial barrier option
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    American option
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    hitting time
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    barrier approximation
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    Identifiers

    zbMATH DE Number
    6347608
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