Step Options
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Publication:2757294
DOI10.1111/1467-9965.00063zbMath1076.91520OpenAlexW4240780934MaRDI QIDQ2757294
Publication date: 26 November 2001
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9965.00063
Laplace transformFeynman-Kac formulaoccupation timepath-dependent optionsbarrier optionsstep options
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