Pricing Options With Curved Boundaries<sup>1</sup> (Q4345935)

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scientific article; zbMATH DE number 1040348
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    Pricing Options With Curved Boundaries<sup>1</sup>
    scientific article; zbMATH DE number 1040348

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      Pricing Options With Curved Boundaries<sup>1</sup> (English)
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      31 August 1997
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      options
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      curved boundaries
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      geometric Brownian motion
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