Mathematical analysis of the two-color partial rainbow options (Q5312745)
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scientific article; zbMATH DE number 2198834
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mathematical analysis of the two-color partial rainbow options |
scientific article; zbMATH DE number 2198834 |
Statements
Mathematical analysis of the two-color partial rainbow options (English)
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25 August 2005
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option pricing
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Black-Schole's formulae
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integral representation
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