PRICING CHAINED OPTIONS WITH CURVED BARRIERS (Q2851563)

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PRICING CHAINED OPTIONS WITH CURVED BARRIERS
scientific article

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    title
    PRICING CHAINED OPTIONS WITH CURVED BARRIERS (English)
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    author
    Doobae Jun
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    Hyejin Ku
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    publication date
    11 October 2013
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    zbMATH DE Number
    6215366
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    zbMATH Keywords
    chained option
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    exponential barrier
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    curved barrier
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