PRICING BARRIER OPTIONS WITH SQUARE ROOT PROCESS

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Publication:3523603

DOI10.1142/S021902490100122XzbMath1154.91461OpenAlexW3125658538MaRDI QIDQ3523603

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

Publication date: 3 September 2008

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s021902490100122x



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