Pricing Barrier Options with Time–Dependent Coefficients (Q4372053)
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scientific article; zbMATH DE number 1106736
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing Barrier Options with Time–Dependent Coefficients |
scientific article; zbMATH DE number 1106736 |
Statements
Pricing Barrier Options with Time–Dependent Coefficients (English)
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5 April 1998
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boundary hitting time
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one-dimensional diffusion process
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Brownian motion
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