Analytic solutions for American partial barrier options by exponential barriers (Q5208536)

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scientific article; zbMATH DE number 7148841
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Analytic solutions for American partial barrier options by exponential barriers
scientific article; zbMATH DE number 7148841

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    8 January 2020
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    American option
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    partial barrier option
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    exponential barrier
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    Analytic solutions for American partial barrier options by exponential barriers (English)
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