An explicit finite difference approach to the pricing of barrier options
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Publication:4541554
DOI10.1080/135048698334718zbMath1009.91022OpenAlexW2016543572MaRDI QIDQ4541554
Publication date: 4 September 2002
Published in: Applied Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/135048698334718
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