On the pricing of exotic options: a new closed-form valuation approach (Q2213572)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the pricing of exotic options: a new closed-form valuation approach |
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On the pricing of exotic options: a new closed-form valuation approach (English)
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2 December 2020
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Brownian motion
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option pricing
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crossing probabilities
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diffusion approximations
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