valuation of options on joint minima and maxima (Q4551197)
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scientific article; zbMATH DE number 1796823
Language | Label | Description | Also known as |
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English | valuation of options on joint minima and maxima |
scientific article; zbMATH DE number 1796823 |
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valuation of options on joint minima and maxima (English)
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5 September 2002
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valuation problem
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step barrier options
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explicit formulae
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