The pricing problem of rainbow barrier options (Q3537804)
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scientific article; zbMATH DE number 5370994
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| English | The pricing problem of rainbow barrier options |
scientific article; zbMATH DE number 5370994 |
Statements
24 November 2008
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rainbow barrier options
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partial differential equation
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option pricing
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0.7856451272964478
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0.7842572927474976
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0.7840901613235474
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0.7716338634490967
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0.7702692151069641
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