Avram Florin

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
On the valuation of constant barrier options under spectrally one-sided exponential Lévy models and Carr's approximation for American puts.
Stochastic Processes and their Applications
2005-02-25Paper


Research outcomes over time


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