PRICING EXTERNAL-CHAINED BARRIER OPTIONS WITH EXPONENTIAL BARRIERS (Q2828687)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PRICING EXTERNAL-CHAINED BARRIER OPTIONS WITH EXPONENTIAL BARRIERS |
scientific article |
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PRICING EXTERNAL-CHAINED BARRIER OPTIONS WITH EXPONENTIAL BARRIERS (English)
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26 October 2016
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chained option
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external barriers
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double barrier
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stochastic differential equations
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reflection principle
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double Mellin transform
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