Comment on ``Pricing double barrier options using Laplace transforms by Antoon Pelsser

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Publication:1979082

DOI10.1007/S007800050006zbMATH Open0940.91023OpenAlexW3124989200MaRDI QIDQ1979082FDOQ1979082

P. H. Yuen, Cho-Hoi Hui, Chi-Fai Lo

Publication date: 24 May 2000

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s007800050006




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