A forward equation for barrier options under the Brunick & Shreve Markovian projection (Q5001174)
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scientific article; zbMATH DE number 7372435
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A forward equation for barrier options under the Brunick & Shreve Markovian projection |
scientific article; zbMATH DE number 7372435 |
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A forward equation for barrier options under the Brunick & Shreve Markovian projection (English)
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16 July 2021
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