PRICING DIGITAL OUTPERFORMANCE OPTIONS WITH UNCERTAIN CORRELATION (Q3094328)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PRICING DIGITAL OUTPERFORMANCE OPTIONS WITH UNCERTAIN CORRELATION |
scientific article |
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PRICING DIGITAL OUTPERFORMANCE OPTIONS WITH UNCERTAIN CORRELATION (English)
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24 October 2011
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digital outperformance options
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uncertain correlation
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cross-gamma
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