A simple approach for pricing barrier options with time-dependent parameters (Q4647247)

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scientific article; zbMATH DE number 7001576
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A simple approach for pricing barrier options with time-dependent parameters
scientific article; zbMATH DE number 7001576

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    A simple approach for pricing barrier options with time-dependent parameters (English)
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    14 January 2019
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    pricing barrier options
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    time-dependent parameters
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