Analytic valuation of European continuous-installment barrier options (Q2315940)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analytic valuation of European continuous-installment barrier options |
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Analytic valuation of European continuous-installment barrier options (English)
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26 July 2019
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installment option
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European barrier option
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free boundary value problem
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recursive integration method
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