Analytical pricing of single barrier options under local volatility models (Q5001176)
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scientific article; zbMATH DE number 7372438
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analytical pricing of single barrier options under local volatility models |
scientific article; zbMATH DE number 7372438 |
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Analytical pricing of single barrier options under local volatility models (English)
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16 July 2021
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barrier option
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put-call symmetry
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local volatility
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symmetrization
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