C. F. Shortland

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Pricing Barrier Options with Time–Dependent Coefficients
Mathematical Finance
1998-04-05Paper
The hazard rate tangent approximation for boundary hitting times
The Annals of Applied Probability
1996-04-09Paper


Research outcomes over time


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